+85.0%
SPYG vs RGEN
-44.3%
+129.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | +0.3% | -4.6% | +4.9% | +1.2% |
| 30D | -1.7% | +1.2% | -2.8% | -2.0% |
| 3M | +3.6% | +26.8% | -23.2% | -1.8% |
| 6M | +16.6% | +29.1% | -12.5% | +9.4% |
| YTD | +13.4% | +0.7% | +12.6% | +11.7% |
| 1Y | +19.6% | +39.1% | -19.5% | +9.7% |
| 3Y | +99.8% | +2.2% | +97.5% | +87.2% |
| 5Y | +85.0% | -44.0% | +128.9% | +77.9% |
| All | +85.0% | -44.3% | +129.2% | +77.9% |
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 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