+109.5%
SPG vs RGEN
+411.3%
-301.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.1% |
| 7D | +3.1% | -1.2% | +4.3% | +3.2% |
| 30D | +16.4% | -5.1% | +21.5% | +16.9% |
| 3M | +7.1% | +0.5% | +6.6% | +6.6% |
| 6M | +16.1% | +46.6% | -30.5% | +10.6% |
| YTD | +30.4% | +1.6% | +28.8% | +28.8% |
| 1Y | +33.0% | +5.4% | +27.6% | +30.7% |
| 3Y | +134.6% | +12.8% | +121.8% | +124.7% |
| 5Y | +84.9% | -35.6% | +120.5% | +77.8% |
| All | +109.5% | +411.3% | -301.7% | +77.1% |
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