+226.8%
SOXX vs RGEN
+2.2%
+224.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -16.2% |
| 6M | +54.2% | +38.5% | +15.7% | +37.9% |
| YTD | +75.2% | +0.8% | +74.4% | +72.1% |
| 1Y | +107.5% | +38.2% | +69.3% | +84.7% |
| 3Y | +226.8% | +1.3% | +225.5% | +214.8% |
| All | +226.8% | +2.2% | +224.6% | +214.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling