+2,502.1%
SOXX vs RGEN
+5,781.4%
-3,279.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +3.0% | -2.9% | +5.9% | +3.5% |
| 30D | -3.1% | -0.1% | -3.1% | -3.2% |
| 3M | -4.4% | +25.9% | -30.3% | -8.5% |
| 6M | +52.9% | +35.2% | +17.7% | +44.0% |
| YTD | +72.0% | +0.5% | +71.5% | +70.0% |
| 1Y | +105.1% | +37.0% | +68.1% | +92.3% |
| 3Y | +220.6% | +2.0% | +218.6% | +207.8% |
| 5Y | +244.8% | -44.2% | +289.0% | +252.9% |
| 10Y | +1,537.1% | +411.6% | +1,125.6% | +1,160.5% |
| All | +2,502.1% | +5,781.4% | -3,279.3% | +1,392.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling