+334.3%
SPGI vs RGEN
+508.6%
-174.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.1% |
| 7D | -0.9% | +3.5% | -4.3% | -1.6% |
| 30D | +15.5% | +2.9% | +12.6% | +14.7% |
| 3M | +15.7% | +9.2% | +6.5% | +12.9% |
| 6M | +19.1% | +44.9% | -25.9% | +9.2% |
| YTD | -4.1% | +9.2% | -13.3% | -7.5% |
| 1Y | +1.2% | +25.3% | -24.1% | -5.2% |
| 3Y | +31.6% | +21.7% | +9.8% | +17.7% |
| 5Y | +12.4% | -34.5% | +47.0% | +9.9% |
| 10Y | +334.3% | +478.9% | -144.6% | +154.6% |
| All | +334.3% | +508.6% | -174.4% | +154.6% |
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