+7.5%
SMR vs RGEN
-16.2%
+23.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.7% |
| 7D | +13.1% | -4.6% | +17.6% | +14.8% |
| 30D | +17.8% | +1.2% | +16.6% | +17.4% |
| 3M | +8.1% | +26.8% | -18.7% | -0.7% |
| 6M | -11.1% | +29.1% | -40.2% | -19.4% |
| YTD | -23.7% | +0.7% | -24.4% | -24.8% |
| 1Y | -69.4% | +39.1% | -108.5% | -72.9% |
| 3Y | +82.6% | +2.2% | +80.4% | +71.6% |
| All | +7.5% | -16.2% | +23.7% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling