+573.2%
SPMO vs RGEN
+560.1%
+13.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +2.0% | -4.9% | +6.9% | +2.8% |
| 30D | -0.4% | +5.7% | -6.0% | -1.4% |
| 3M | -1.9% | +32.4% | -34.3% | -6.9% |
| 6M | +25.0% | +33.2% | -8.1% | +17.8% |
| YTD | +26.0% | +2.3% | +23.7% | +24.1% |
| 1Y | +28.7% | +39.0% | -10.3% | +19.6% |
| 3Y | +160.9% | -4.6% | +165.5% | +149.5% |
| 5Y | +147.9% | -42.7% | +190.6% | +148.2% |
| 10Y | +518.9% | +433.6% | +85.3% | +347.8% |
| All | +573.2% | +560.1% | +13.1% | +381.7% |
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