+31.7%
SPGI vs RGEN
+15.5%
+16.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -1.3% |
| 7D | +0.3% | -1.9% | +2.2% | +0.4% |
| 30D | +18.4% | +3.7% | +14.6% | +17.8% |
| 3M | +15.7% | +8.8% | +6.9% | +14.2% |
| 6M | +17.3% | +38.0% | -20.7% | +12.4% |
| YTD | -4.7% | +5.9% | -10.6% | -6.3% |
| 1Y | +1.8% | +19.7% | -17.9% | -1.3% |
| 3Y | +31.7% | +20.5% | +11.2% | +24.3% |
| All | +31.7% | +15.5% | +16.2% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling