+564.9%
SPYG vs RGEN
+2,294.3%
-1,729.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +0.4% | -4.9% | +5.3% | +0.9% |
| 30D | -0.4% | +5.7% | -6.1% | -1.1% |
| 3M | +0.5% | +32.4% | -31.9% | -2.9% |
| 6M | +17.5% | +33.2% | -15.7% | +13.0% |
| YTD | +14.3% | +2.3% | +12.1% | +13.2% |
| 1Y | +21.7% | +39.0% | -17.3% | +16.1% |
| 3Y | +98.6% | -4.6% | +103.2% | +93.1% |
| 5Y | +85.1% | -42.7% | +127.8% | +85.9% |
| 10Y | +412.0% | +433.6% | -21.6% | +310.8% |
| All | +564.9% | +2,294.3% | -1,729.4% | +288.0% |
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