-100.0%
SPXS vs RGEN
+4,437.3%
-4,537.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.6% | -0.5% |
| 7D | -9.5% | -1.2% | -8.3% | -9.8% |
| 30D | +7.4% | -5.1% | +12.5% | +5.9% |
| 3M | +6.1% | +0.5% | +5.6% | +8.1% |
| 6M | -7.3% | +46.6% | -53.9% | +13.3% |
| YTD | -26.7% | +1.6% | -28.4% | -22.4% |
| 1Y | -26.2% | +5.4% | -31.6% | -20.0% |
| 3Y | -80.3% | +12.8% | -93.2% | -74.1% |
| 5Y | -83.4% | -35.6% | -47.8% | -78.5% |
| 10Y | -99.5% | +415.7% | -515.2% | -98.0% |
| All | -100.0% | +4,437.3% | -4,537.3% | -99.9% |
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