+311.0%
SPYM vs RGEN
+415.2%
-104.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +2.6% | -3.3% | +5.8% | +3.1% |
| 30D | -2.0% | -5.8% | +3.8% | -1.1% |
| 3M | -2.8% | +0.2% | -3.0% | -3.3% |
| 6M | +2.2% | +56.8% | -54.6% | -7.0% |
| YTD | +11.5% | +2.4% | +9.1% | +9.2% |
| 1Y | +13.5% | +11.4% | +2.1% | +9.3% |
| 3Y | +78.0% | +15.2% | +62.9% | +63.6% |
| 5Y | +73.1% | -35.1% | +108.2% | +69.2% |
| All | +311.0% | +415.2% | -104.2% | +156.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling