+88.9%
SMR vs RGEN
+4.3%
+84.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.6% | +14.7% | +15.0% |
| 7D | +21.4% | -0.9% | +22.3% | +21.9% |
| 30D | +13.8% | +2.8% | +11.0% | +12.6% |
| 3M | +3.9% | +34.5% | -30.6% | -9.8% |
| 6M | -4.2% | +40.5% | -44.7% | -19.3% |
| YTD | -21.1% | +2.8% | -24.0% | -23.2% |
| 1Y | -67.1% | +39.6% | -106.7% | -72.3% |
| All | +88.9% | +4.3% | +84.6% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling