+528.0%
SPYG vs RGEN
+2,297.0%
-1,769.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +2.3% | -3.3% | +5.6% | +2.7% |
| 30D | -6.5% | -5.8% | -0.6% | -5.9% |
| 3M | -6.8% | +0.2% | -7.0% | -7.1% |
| 6M | -3.1% | +56.8% | -59.9% | -8.5% |
| YTD | +8.0% | +2.4% | +5.6% | +6.7% |
| 1Y | +10.2% | +11.4% | -1.2% | +7.8% |
| 3Y | +91.0% | +15.2% | +75.8% | +82.3% |
| 5Y | +67.7% | -35.1% | +102.8% | +66.3% |
| 10Y | +393.9% | +419.6% | -25.7% | +296.7% |
| All | +528.0% | +2,297.0% | -1,769.0% | +265.7% |
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