+19.8%
STLA vs RGEN
+508.6%
-488.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.4% | -0.9% |
| 7D | -6.4% | +3.5% | -9.8% | -7.1% |
| 30D | -1.3% | +2.9% | -4.2% | -2.1% |
| 3M | -19.9% | +9.2% | -29.1% | -22.1% |
| 6M | -42.9% | +44.9% | -87.8% | -48.5% |
| YTD | -59.4% | +9.2% | -68.6% | -61.2% |
| 1Y | -56.8% | +25.3% | -82.1% | -60.0% |
| 3Y | -73.1% | +21.7% | -94.8% | -75.9% |
| 5Y | -70.1% | -34.5% | -35.6% | -71.1% |
| 10Y | +19.8% | +478.9% | -459.1% | -37.6% |
| All | +19.8% | +508.6% | -488.9% | -37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling