-73.7%
STLA vs RGEN
+15.5%
-89.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.9% |
| 7D | -4.5% | -1.9% | -2.6% | -4.2% |
| 30D | -3.9% | +3.7% | -7.7% | -4.8% |
| 3M | -20.2% | +8.8% | -29.0% | -22.4% |
| 6M | -42.2% | +38.0% | -80.1% | -47.5% |
| YTD | -59.3% | +5.9% | -65.2% | -60.7% |
| 1Y | -56.1% | +19.7% | -75.7% | -58.9% |
| 3Y | -73.7% | +20.5% | -94.2% | -76.5% |
| All | -73.7% | +15.5% | -89.2% | -76.5% |
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