+63.7%
SPG vs RGEN
+402.3%
-338.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.4% | -2.2% |
| 7D | -1.7% | -4.6% | +2.9% | -1.2% |
| 30D | -6.3% | +1.2% | -7.4% | -6.4% |
| 3M | -2.4% | +26.8% | -29.3% | -5.2% |
| 6M | +9.6% | +29.1% | -19.4% | +6.0% |
| YTD | +14.2% | +0.7% | +13.5% | +13.2% |
| 1Y | +19.3% | +39.1% | -19.8% | +13.8% |
| 3Y | +106.7% | +2.2% | +104.5% | +99.6% |
| 5Y | +104.2% | -44.0% | +148.2% | +97.3% |
| 10Y | +63.7% | +412.7% | -349.0% | +41.1% |
| All | +63.7% | +402.3% | -338.6% | +41.1% |
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