-75.5%
SMR vs RGEN
+38.7%
-114.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.3% | -16.0% | -15.8% |
| 7D | -11.2% | -1.4% | -9.8% | -10.8% |
| 30D | -10.2% | -0.3% | -9.9% | -10.1% |
| 3M | -10.0% | +23.9% | -33.9% | -16.4% |
| 6M | -30.5% | +38.5% | -69.0% | -39.6% |
| YTD | -39.2% | +0.8% | -40.0% | -41.0% |
| 1Y | -75.5% | +38.2% | -113.7% | -74.1% |
| All | -75.5% | +38.7% | -114.2% | -74.1% |
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 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