+67.8%
SPYG vs RGEN
-35.5%
+103.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +2.3% | -3.3% | +5.6% | +3.0% |
| 30D | -6.5% | -5.8% | -0.6% | -5.4% |
| 3M | -6.8% | +0.2% | -7.0% | -7.4% |
| 6M | -3.1% | +56.8% | -59.9% | -12.6% |
| YTD | +8.0% | +2.4% | +5.6% | +5.7% |
| 1Y | +10.2% | +11.4% | -1.2% | +5.9% |
| 3Y | +91.0% | +15.2% | +75.8% | +74.1% |
| All | +67.8% | -35.5% | +103.3% | +57.5% |
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