+1,302.7%
SM vs RGEN
+1,634.9%
-332.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.8% |
| 7D | -25.9% | -1.9% | -24.0% | -25.8% |
| 30D | -15.1% | +3.7% | -18.9% | -15.3% |
| 3M | +4.9% | +8.8% | -3.9% | +4.3% |
| 6M | +6.1% | +38.0% | -31.8% | +4.1% |
| YTD | +63.4% | +5.9% | +57.6% | +62.0% |
| 1Y | +72.5% | +19.7% | +52.8% | +69.8% |
| 3Y | -16.9% | +20.5% | -37.4% | -18.7% |
| 5Y | -10.6% | -35.0% | +24.3% | -11.1% |
| 10Y | +11.3% | +540.9% | -529.6% | +0.5% |
| All | +1,302.7% | +1,634.9% | -332.2% | +1,044.8% |
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 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