-86.3%
SPXU vs RGEN
-44.2%
-42.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.3% |
| 7D | +2.5% | -1.4% | +3.9% | +1.8% |
| 30D | +4.2% | -0.3% | +4.5% | +4.3% |
| 3M | -9.3% | +23.9% | -33.1% | +1.5% |
| 6M | -30.7% | +38.5% | -69.2% | -16.4% |
| YTD | -28.1% | +0.8% | -28.9% | -25.3% |
| 1Y | -35.2% | +38.2% | -73.5% | -19.8% |
| 3Y | -79.9% | +1.3% | -81.2% | -74.8% |
| All | -86.3% | -44.2% | -42.1% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling