-53.7%
SMR vs RGEN
-14.8%
-38.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.6% |
| 7D | -8.3% | -3.3% | -5.0% | -7.1% |
| 30D | -20.1% | -5.8% | -14.2% | -18.2% |
| 3M | -52.7% | +0.2% | -52.9% | -52.8% |
| 6M | -61.0% | +56.8% | -117.8% | -66.8% |
| YTD | -67.1% | +2.4% | -69.5% | -67.8% |
| 1Y | -79.9% | +11.4% | -91.3% | -80.8% |
| 3Y | +101.7% | +15.2% | +86.6% | +86.8% |
| All | -53.7% | -14.8% | -38.8% | -58.7% |
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