+20.3%
SM vs RGEN
+402.3%
-382.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +0.9% |
| 7D | -0.2% | -4.6% | +4.3% | +0.5% |
| 30D | +20.3% | +1.2% | +19.1% | +20.0% |
| 3M | +22.9% | +26.8% | -3.9% | +17.4% |
| 6M | +47.8% | +29.1% | +18.8% | +39.4% |
| YTD | +107.5% | +0.7% | +106.7% | +104.3% |
| 1Y | +51.7% | +39.1% | +12.7% | +40.2% |
| 3Y | -0.9% | +2.2% | -3.1% | -6.3% |
| 5Y | +112.2% | -44.0% | +156.2% | +107.3% |
| 10Y | +20.3% | +412.7% | -392.4% | -17.1% |
| All | +20.3% | +402.3% | -382.0% | -17.1% |
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