+828.4%
SPYM vs RGEN
+5,341.6%
-4,513.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +0.1% | -4.9% | +5.0% | +0.7% |
| 30D | +0.1% | +5.7% | -5.6% | -0.8% |
| 3M | +2.0% | +32.4% | -30.4% | -2.2% |
| 6M | +13.1% | +33.2% | -20.1% | +7.8% |
| YTD | +13.6% | +2.3% | +11.3% | +12.2% |
| 1Y | +20.1% | +39.0% | -18.9% | +13.3% |
| 3Y | +77.6% | -4.6% | +82.2% | +71.3% |
| 5Y | +82.5% | -42.7% | +125.2% | +82.4% |
| 10Y | +317.6% | +433.6% | -116.0% | +212.8% |
| All | +828.4% | +5,341.6% | -4,513.1% | +391.9% |
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 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