+4,088.9%
SYY vs RGEN
+1,565.2%
+2,523.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.8% |
| 7D | +1.3% | -1.2% | +2.5% | +1.4% |
| 30D | -3.5% | -5.1% | +1.5% | -3.4% |
| 3M | -9.3% | +0.5% | -9.8% | -9.4% |
| 6M | +5.9% | +46.6% | -40.7% | +4.8% |
| YTD | +6.5% | +1.6% | +4.8% | +6.2% |
| 1Y | +4.0% | +5.4% | -1.4% | +3.6% |
| 3Y | +23.0% | +12.8% | +10.1% | +21.7% |
| 5Y | +14.3% | -35.6% | +49.9% | +13.8% |
| 10Y | +85.8% | +415.7% | -329.9% | +76.6% |
| All | +4,088.9% | +1,565.2% | +2,523.7% | +3,484.2% |
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