+338.3%
SU vs RGEN
-44.2%
+382.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +2.2% | -1.4% | +3.7% | +2.3% |
| 30D | +8.4% | -0.3% | +8.8% | +8.4% |
| 3M | +12.1% | +23.9% | -11.8% | +10.1% |
| 6M | +19.7% | +38.5% | -18.9% | +16.1% |
| YTD | +58.4% | +0.8% | +57.6% | +58.0% |
| 1Y | +67.2% | +38.2% | +29.0% | +61.5% |
| 3Y | +125.0% | +1.3% | +123.7% | +118.8% |
| All | +338.3% | -44.2% | +382.5% | +323.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling