+166.2%
SMTC vs RGEN
+37.5%
+128.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.1% |
| 7D | +22.5% | -4.6% | +27.0% | +23.3% |
| 30D | +24.9% | +1.2% | +23.7% | +24.6% |
| 3M | +4.1% | +26.8% | -22.8% | -1.5% |
| 6M | +92.6% | +29.1% | +63.5% | +78.3% |
| YTD | +122.5% | +0.7% | +121.7% | +131.2% |
| 1Y | +166.2% | +39.1% | +127.2% | +143.1% |
| All | +166.2% | +37.5% | +128.7% | +143.1% |
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