+48,322.4%
SMTC vs RGEN
+1,639.8%
+46,682.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.2% | -2.3% |
| 7D | -10.9% | -2.4% | -8.5% | -10.6% |
| 30D | -39.4% | +0.1% | -39.5% | -39.3% |
| 3M | -13.5% | +6.6% | -20.2% | -14.1% |
| 6M | -6.8% | +40.9% | -47.8% | -10.3% |
| YTD | +54.0% | +6.2% | +47.8% | +52.0% |
| 1Y | +50.8% | +19.4% | +31.3% | +47.2% |
| 3Y | +677.3% | +17.9% | +659.4% | +658.2% |
| 5Y | +28.7% | -34.0% | +62.8% | +30.2% |
| 10Y | +339.9% | +453.9% | -114.0% | +282.6% |
| All | +48,322.4% | +1,639.8% | +46,682.6% | +27,979.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling