+5,256.9%
SPG vs RGEN
+2,383.0%
+2,873.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -2.4% | -4.9% | +2.5% | -2.2% |
| 30D | -6.8% | +5.7% | -12.5% | -7.1% |
| 3M | +2.7% | +32.4% | -29.8% | +1.2% |
| 6M | +5.5% | +33.2% | -27.7% | +3.8% |
| YTD | +15.7% | +2.3% | +13.4% | +15.2% |
| 1Y | +20.9% | +39.0% | -18.1% | +18.5% |
| 3Y | +112.4% | -4.6% | +117.0% | +110.2% |
| 5Y | +101.4% | -42.7% | +144.0% | +101.5% |
| 10Y | +60.6% | +433.6% | -372.9% | +45.4% |
| All | +5,256.9% | +2,383.0% | +2,873.9% | +4,257.7% |
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 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