-64.3%
STLA vs RGEN
+0.8%
-65.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +2.6% | -4.9% | +7.5% | +3.7% |
| 30D | -1.2% | +5.7% | -6.9% | -2.6% |
| 3M | -24.8% | +32.4% | -57.2% | -30.1% |
| 6M | -25.6% | +33.2% | -58.8% | -31.4% |
| YTD | -48.9% | +2.3% | -51.2% | -49.8% |
| 1Y | -38.8% | +39.0% | -77.8% | -44.6% |
| All | -64.3% | +0.8% | -65.0% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling