+1,608.3%
SM vs RGEN
+1,576.0%
+32.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.5% |
| 7D | +0.1% | -4.9% | +5.0% | +0.3% |
| 30D | +26.3% | +5.7% | +20.6% | +26.0% |
| 3M | +8.7% | +32.4% | -23.8% | +7.0% |
| 6M | +51.7% | +33.2% | +18.5% | +48.9% |
| YTD | +99.0% | +2.3% | +96.8% | +97.8% |
| 1Y | +34.6% | +39.0% | -4.4% | +31.6% |
| 3Y | -7.8% | -4.6% | -3.1% | -8.8% |
| 5Y | +104.8% | -42.7% | +147.5% | +105.0% |
| 10Y | +7.2% | +433.6% | -426.3% | -2.4% |
| All | +1,608.3% | +1,576.0% | +32.3% | +1,298.4% |
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