+815.1%
SPYM vs RGEN
+5,306.5%
-4,491.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.1% |
| 7D | +3.3% | -1.2% | +4.4% | +3.4% |
| 30D | -2.6% | -5.1% | +2.4% | -2.0% |
| 3M | -1.7% | +0.5% | -2.2% | -2.1% |
| 6M | +3.1% | +46.6% | -43.5% | -2.9% |
| YTD | +12.0% | +1.6% | +10.4% | +10.4% |
| 1Y | +12.1% | +5.4% | +6.7% | +9.9% |
| 3Y | +78.5% | +12.8% | +65.7% | +68.8% |
| 5Y | +73.8% | -35.6% | +109.4% | +71.1% |
| 10Y | +312.5% | +415.7% | -103.2% | +209.6% |
| All | +815.1% | +5,306.5% | -4,491.4% | +383.9% |
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