+755.0%
SW vs RGEN
+3,258.7%
-2,503.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.4% |
| 7D | -5.1% | -4.9% | -0.2% | -4.7% |
| 30D | -4.6% | +5.7% | -10.3% | -5.1% |
| 3M | +9.4% | +32.4% | -23.1% | +6.4% |
| 6M | +3.5% | +33.2% | -29.7% | +0.4% |
| YTD | +22.0% | +2.3% | +19.7% | +21.1% |
| 1Y | +2.2% | +39.0% | -36.8% | -1.5% |
| 3Y | +19.6% | -4.6% | +24.2% | +17.1% |
| 5Y | -2.3% | -42.7% | +40.4% | -2.9% |
| 10Y | +181.4% | +433.6% | -252.2% | +151.8% |
| All | +755.0% | +3,258.7% | -2,503.7% | +596.2% |
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 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