+13,845.6%
SPGI vs RGEN
+1,576.0%
+12,269.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +0.1% | -4.9% | +5.1% | +0.4% |
| 30D | +8.4% | +5.7% | +2.7% | +8.1% |
| 3M | +11.8% | +32.4% | -20.6% | +10.2% |
| 6M | +5.7% | +33.2% | -27.5% | +4.0% |
| YTD | -9.7% | +2.3% | -12.0% | -10.0% |
| 1Y | -12.5% | +39.0% | -51.5% | -14.2% |
| 3Y | +21.8% | -4.6% | +26.5% | +20.4% |
| 5Y | +8.2% | -42.7% | +50.9% | +8.3% |
| 10Y | +309.5% | +433.6% | -124.1% | +276.2% |
| All | +13,845.6% | +1,576.0% | +12,269.6% | +11,231.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling