+338.6%
SPGI vs RGEN
+411.3%
-72.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.7% |
| 7D | -0.8% | -1.2% | +0.3% | -0.6% |
| 30D | +14.3% | -5.1% | +19.3% | +15.2% |
| 3M | +14.5% | +0.5% | +14.0% | +13.5% |
| 6M | +17.3% | +46.6% | -29.3% | +7.2% |
| YTD | -4.6% | +1.6% | -6.2% | -6.7% |
| 1Y | +0.8% | +5.4% | -4.6% | -2.3% |
| 3Y | +28.8% | +12.8% | +15.9% | +16.9% |
| 5Y | +14.0% | -35.6% | +49.5% | +11.5% |
| All | +338.6% | +411.3% | -72.7% | +160.0% |
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