+90.8%
SMTC vs RGEN
-42.4%
+133.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.2% | +10.4% | +9.7% |
| 7D | +12.7% | -4.9% | +17.7% | +14.7% |
| 30D | +22.0% | +5.7% | +16.3% | +19.1% |
| 3M | -12.7% | +32.4% | -45.1% | -23.4% |
| 6M | +64.8% | +33.2% | +31.6% | +42.1% |
| YTD | +100.7% | +2.3% | +98.4% | +92.8% |
| 1Y | +146.9% | +39.0% | +107.9% | +107.3% |
| 3Y | +456.8% | -4.6% | +461.4% | +422.2% |
| All | +90.8% | -42.4% | +133.3% | +92.6% |
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