+28.7%
SMTC vs RGEN
-35.9%
+64.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.2% | -1.5% |
| 7D | -10.9% | -2.4% | -8.5% | -9.6% |
| 30D | -39.4% | +0.1% | -39.5% | -39.1% |
| 3M | -13.5% | +6.6% | -20.2% | -16.2% |
| 6M | -6.8% | +40.9% | -47.8% | -21.2% |
| YTD | +54.0% | +6.2% | +47.8% | +45.3% |
| 1Y | +50.8% | +19.4% | +31.3% | +35.2% |
| 3Y | +677.3% | +17.9% | +659.4% | +575.7% |
| 5Y | +28.7% | -34.0% | +62.8% | +23.1% |
| All | +28.7% | -35.9% | +64.6% | +23.1% |
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 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