+11.7%
SPGI vs RGEN
-35.1%
+46.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -1.4% |
| 7D | +0.3% | -1.9% | +2.2% | +0.5% |
| 30D | +18.4% | +3.7% | +14.6% | +17.4% |
| 3M | +15.7% | +8.8% | +6.9% | +13.4% |
| 6M | +17.3% | +38.0% | -20.7% | +9.8% |
| YTD | -4.7% | +5.9% | -10.6% | -7.1% |
| 1Y | +1.8% | +19.7% | -17.9% | -3.0% |
| 3Y | +31.7% | +20.5% | +11.2% | +19.4% |
| All | +11.7% | -35.1% | +46.9% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling