-85.6%
SMR vs RGEN
+19.5%
-105.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.4% | -4.5% |
| 7D | -9.5% | -3.5% | -6.0% | -8.2% |
| 30D | -33.2% | -6.0% | -27.2% | -31.9% |
| 3M | -45.9% | +19.0% | -64.9% | -50.2% |
| 6M | -57.9% | +50.7% | -108.6% | -66.5% |
| YTD | -63.8% | +8.8% | -72.5% | -63.3% |
| 1Y | -85.6% | +21.3% | -106.9% | -86.7% |
| All | -85.6% | +19.5% | -105.2% | -86.7% |
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 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