-1.4%
SM vs RGEN
-0.1%
-1.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.1% | +3.5% |
| 7D | -0.2% | -0.9% | +0.7% | 0.0% |
| 30D | +31.5% | +2.8% | +28.7% | +30.8% |
| 3M | +17.3% | +34.5% | -17.1% | +10.6% |
| 6M | +48.5% | +40.5% | +8.1% | +36.9% |
| YTD | +106.3% | +2.8% | +103.4% | +105.1% |
| 1Y | +47.3% | +39.6% | +7.7% | +34.4% |
| 3Y | -1.4% | +4.4% | -5.8% | -10.8% |
| All | -1.4% | -0.1% | -1.4% | -10.8% |
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