+111.5%
SYY vs RGEN
+414.1%
-302.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +1.5% | -2.9% | +4.4% | +1.7% |
| 30D | -2.3% | -0.1% | -2.3% | -2.4% |
| 3M | +5.5% | +25.9% | -20.4% | +3.3% |
| 6M | -1.0% | +35.2% | -36.2% | -3.8% |
| YTD | +14.1% | +0.5% | +13.6% | +13.4% |
| 1Y | +5.6% | +37.0% | -31.4% | +2.0% |
| 3Y | +27.9% | +2.0% | +25.9% | +24.1% |
| 5Y | +22.7% | -44.2% | +66.9% | +20.7% |
| All | +111.5% | +414.1% | -302.6% | +63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling