-37.6%
SMCI vs RGEN
+19.5%
-57.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -17.3% | -3.5% | -13.8% | -16.4% |
| 30D | -31.5% | -6.0% | -25.5% | -30.2% |
| 3M | -6.6% | +19.0% | -25.6% | -13.4% |
| 6M | +6.0% | +50.7% | -44.7% | -14.3% |
| YTD | +1.1% | +8.8% | -7.6% | -5.8% |
| 1Y | -37.6% | +21.3% | -58.8% | -46.6% |
| All | -37.6% | +19.5% | -57.1% | -46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling