+5,961.7%
SPG vs RGEN
+2,477.5%
+3,484.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.8% |
| 7D | +5.6% | -2.4% | +8.0% | +5.7% |
| 30D | +17.6% | +0.1% | +17.5% | +17.5% |
| 3M | +7.5% | +6.6% | +0.8% | +7.0% |
| 6M | +18.5% | +40.9% | -22.4% | +16.4% |
| YTD | +30.9% | +6.2% | +24.8% | +30.0% |
| 1Y | +34.1% | +19.4% | +14.7% | +32.4% |
| 3Y | +135.5% | +17.9% | +117.6% | +131.0% |
| 5Y | +86.5% | -34.0% | +120.6% | +85.6% |
| 10Y | +116.1% | +453.9% | -337.8% | +95.1% |
| All | +5,961.7% | +2,477.5% | +3,484.3% | +4,817.5% |
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