+1,537.1%
SOXX vs RGEN
+415.7%
+1,121.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +1.4% | -1.4% | +2.8% | +1.8% |
| 30D | -3.6% | -0.3% | -3.3% | -3.6% |
| 3M | -10.2% | +23.9% | -34.0% | -17.3% |
| 6M | +54.2% | +38.5% | +15.7% | +35.6% |
| YTD | +75.2% | +0.8% | +74.4% | +70.8% |
| 1Y | +107.5% | +38.2% | +69.3% | +81.1% |
| 3Y | +226.8% | +1.3% | +225.5% | +197.3% |
| 5Y | +251.2% | -44.0% | +295.2% | +264.5% |
| All | +1,537.1% | +415.7% | +1,121.4% | +775.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling