-99.5%
SPXS vs RGEN
+414.1%
-513.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.7% |
| 7D | +6.4% | -2.9% | +9.3% | +4.8% |
| 30D | +6.0% | -0.1% | +6.0% | +6.2% |
| 3M | -11.6% | +25.9% | -37.6% | +0.8% |
| 6M | -28.7% | +35.2% | -63.9% | -13.7% |
| YTD | -26.3% | +0.5% | -26.8% | -23.3% |
| 1Y | -34.9% | +37.0% | -71.9% | -18.3% |
| 3Y | -79.5% | +2.0% | -81.5% | -73.5% |
| 5Y | -85.9% | -44.2% | -41.7% | -83.2% |
| All | -99.5% | +414.1% | -513.7% | -97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling