-12.5%
SPGI vs RGEN
+45.2%
-57.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +0.1% | -4.9% | +5.1% | +0.4% |
| 30D | +8.4% | +5.7% | +2.7% | +7.9% |
| 3M | +11.8% | +32.4% | -20.6% | +9.8% |
| 6M | +5.7% | +33.2% | -27.5% | +3.0% |
| YTD | -9.7% | +2.3% | -12.0% | -12.4% |
| 1Y | -12.5% | +39.0% | -51.5% | -11.3% |
| All | -12.5% | +45.2% | -57.7% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling