+106.5%
SPG vs RGEN
+2.1%
+104.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.4% | -2.1% |
| 7D | -1.7% | -4.6% | +2.9% | -0.9% |
| 30D | -6.3% | +1.2% | -7.4% | -6.5% |
| 3M | -2.4% | +26.8% | -29.3% | -6.7% |
| 6M | +9.6% | +29.1% | -19.4% | +4.0% |
| YTD | +14.2% | +0.7% | +13.5% | +12.9% |
| 1Y | +19.3% | +39.1% | -19.8% | +10.5% |
| All | +106.5% | +2.1% | +104.4% | +95.6% |
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