+743.1%
SW vs RGEN
+3,471.1%
-2,728.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +12.1% | -3.5% | +15.6% | +12.4% |
| 30D | +6.6% | -6.0% | +12.5% | +7.0% |
| 3M | -6.0% | +19.0% | -25.0% | -7.8% |
| 6M | +21.5% | +50.7% | -29.3% | +16.4% |
| YTD | +20.3% | +8.8% | +11.6% | +18.4% |
| 1Y | +28.1% | +21.3% | +6.9% | +24.9% |
| 3Y | +51.6% | +18.5% | +33.1% | +45.9% |
| 5Y | -0.1% | -35.7% | +35.5% | -1.7% |
| 10Y | +189.7% | +558.3% | -368.6% | +156.2% |
| All | +743.1% | +3,471.1% | -2,728.1% | +581.2% |
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