-57.3%
STLA vs RGEN
+23.9%
-81.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.4% | -0.6% |
| 7D | -6.4% | +3.5% | -9.8% | -6.7% |
| 30D | -1.3% | +2.9% | -4.2% | -1.6% |
| 3M | -19.9% | +9.2% | -29.1% | -21.4% |
| 6M | -42.9% | +44.9% | -87.8% | -46.4% |
| YTD | -59.4% | +9.2% | -68.6% | -59.0% |
| All | -57.3% | +23.9% | -81.3% | -59.8% |
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