-30.4%
SPXS vs RGEN
+19.5%
-50.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.8% | -4.9% |
| 7D | +2.2% | -3.5% | +5.7% | +1.3% |
| 30D | +3.8% | -6.0% | +9.7% | +2.4% |
| 3M | +3.3% | +19.0% | -15.6% | +10.1% |
| 6M | -16.7% | +50.7% | -67.4% | -2.1% |
| YTD | -28.5% | +8.8% | -37.3% | -26.9% |
| 1Y | -30.4% | +21.3% | -51.7% | -23.2% |
| All | -30.4% | +19.5% | -50.0% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling