-99.5%
SPXS vs RGEN
+415.2%
-514.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.7% |
| 7D | -7.5% | -3.3% | -4.2% | -9.0% |
| 30D | +5.3% | -5.8% | +11.2% | +3.2% |
| 3M | +9.7% | +0.2% | +9.5% | +11.8% |
| 6M | -4.6% | +56.8% | -61.3% | +25.1% |
| YTD | -25.8% | +2.4% | -28.2% | -20.8% |
| 1Y | -28.8% | +11.4% | -40.2% | -19.9% |
| 3Y | -80.2% | +15.2% | -95.3% | -72.5% |
| 5Y | -83.2% | -35.1% | -48.1% | -78.0% |
| All | -99.5% | +415.2% | -514.7% | -97.1% |
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