+295.5%
SPGI vs RGEN
+406.9%
-111.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | -2.5% | -0.9% | -1.6% | -2.3% |
| 30D | +5.4% | +2.8% | +2.6% | +4.7% |
| 3M | +9.0% | +34.5% | -25.4% | +2.2% |
| 6M | +0.8% | +40.5% | -39.7% | -6.9% |
| YTD | -12.6% | +2.8% | -15.4% | -14.2% |
| 1Y | -16.1% | +39.6% | -55.8% | -23.2% |
| 3Y | +19.0% | +4.4% | +14.6% | +10.0% |
| 5Y | +5.1% | -42.8% | +47.8% | +5.9% |
| 10Y | +295.5% | +406.7% | -111.2% | +152.1% |
| All | +295.5% | +406.9% | -111.4% | +152.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling