+1,253.2%
SMH vs RGEN
+3,092.4%
-1,839.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.8% |
| 7D | +2.5% | -4.9% | +7.4% | +3.2% |
| 30D | -0.5% | +5.7% | -6.2% | -1.3% |
| 3M | -9.6% | +32.4% | -42.1% | -13.6% |
| 6M | +42.1% | +33.2% | +8.9% | +35.3% |
| YTD | +57.4% | +2.3% | +55.2% | +55.5% |
| 1Y | +96.2% | +39.0% | +57.2% | +85.2% |
| 3Y | +267.9% | -4.6% | +272.6% | +257.8% |
| 5Y | +327.7% | -42.7% | +370.4% | +334.6% |
| 10Y | +1,764.6% | +433.6% | +1,331.1% | +1,369.7% |
| All | +1,253.2% | +3,092.4% | -1,839.2% | +663.1% |
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