+5,923.7%
SPG vs RGEN
+2,551.0%
+3,372.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.9% |
| 7D | +5.1% | +3.5% | +1.6% | +4.9% |
| 30D | +16.8% | +2.9% | +13.9% | +16.6% |
| 3M | +5.7% | +9.2% | -3.5% | +5.1% |
| 6M | +17.8% | +44.9% | -27.1% | +15.5% |
| YTD | +30.1% | +9.2% | +20.9% | +29.0% |
| 1Y | +32.8% | +25.3% | +7.5% | +30.9% |
| 3Y | +137.2% | +21.7% | +115.5% | +132.4% |
| 5Y | +81.5% | -34.5% | +116.0% | +80.6% |
| 10Y | +116.5% | +478.9% | -362.4% | +95.1% |
| All | +5,923.7% | +2,551.0% | +3,372.8% | +4,780.5% |
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