-100.0%
SPXS vs RGEN
+4,492.1%
-4,592.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.9% |
| 7D | -1.5% | -0.9% | -0.7% | -1.9% |
| 30D | +3.7% | +2.8% | +0.8% | +5.2% |
| 3M | -9.6% | +34.5% | -44.1% | +4.3% |
| 6M | -32.4% | +40.5% | -72.9% | -18.8% |
| YTD | -28.7% | +2.8% | -31.5% | -25.1% |
| 1Y | -38.1% | +39.6% | -77.7% | -24.0% |
| 3Y | -80.1% | +4.4% | -84.5% | -74.7% |
| 5Y | -85.9% | -42.8% | -43.1% | -82.8% |
| 10Y | -99.5% | +406.7% | -506.2% | -98.0% |
| All | -100.0% | +4,492.1% | -4,592.1% | -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