+11.2%
SPYG vs RGEN
+19.5%
-8.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.8% | -3.5% | +0.7% | -2.4% |
| 30D | -6.2% | -6.0% | -0.2% | -5.6% |
| 3M | -3.6% | +19.0% | -22.6% | -6.0% |
| 6M | +4.8% | +50.7% | -46.0% | -2.0% |
| YTD | +11.0% | +8.8% | +2.2% | +10.0% |
| 1Y | +11.2% | +21.3% | -10.1% | +7.3% |
| All | +11.2% | +19.5% | -8.3% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling