+116.5%
SPG vs RGEN
+508.6%
-392.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.7% |
| 7D | +5.1% | +3.5% | +1.6% | +4.7% |
| 30D | +16.8% | +2.9% | +13.9% | +16.4% |
| 3M | +5.7% | +9.2% | -3.5% | +4.3% |
| 6M | +17.8% | +44.9% | -27.1% | +12.3% |
| YTD | +30.1% | +9.2% | +20.9% | +27.5% |
| 1Y | +32.8% | +25.3% | +7.5% | +28.1% |
| 3Y | +137.2% | +21.7% | +115.5% | +125.3% |
| 5Y | +81.5% | -34.5% | +116.0% | +73.2% |
| 10Y | +116.5% | +478.9% | -362.4% | +79.7% |
| All | +116.5% | +508.6% | -392.1% | +79.7% |
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 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