+1,475.7%
SMH vs RGEN
+415.2%
+1,060.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.7% | -3.2% |
| 7D | +4.9% | -3.3% | +8.2% | +6.0% |
| 30D | -13.8% | -5.8% | -8.0% | -12.1% |
| 3M | -17.4% | +0.2% | -17.6% | -17.9% |
| 6M | -15.0% | +56.8% | -71.7% | -27.4% |
| YTD | +35.2% | +2.4% | +32.8% | +30.8% |
| 1Y | +41.6% | +11.4% | +30.2% | +33.3% |
| 3Y | +215.6% | +15.2% | +200.5% | +177.2% |
| 5Y | +233.2% | -35.1% | +268.3% | +229.1% |
| All | +1,475.7% | +415.2% | +1,060.5% | +730.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling