-10.7%
SM vs RGEN
+16.0%
-26.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.5% |
| 7D | -25.9% | -1.9% | -24.0% | -25.7% |
| 30D | -15.1% | +3.7% | -18.9% | -15.8% |
| 3M | +4.9% | +8.8% | -3.9% | +2.6% |
| 6M | +6.1% | +38.0% | -31.8% | -1.8% |
| YTD | +63.4% | +5.9% | +57.6% | +60.9% |
| 1Y | +72.5% | +19.7% | +52.8% | +63.3% |
| All | -10.7% | +16.0% | -26.7% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling