-62.1%
STLA vs RGEN
-42.7%
-19.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.6% | -3.2% |
| 7D | +0.7% | -0.9% | +1.6% | +0.9% |
| 30D | -2.4% | +2.8% | -5.2% | -3.1% |
| 3M | -23.9% | +34.5% | -58.3% | -29.5% |
| 6M | -24.6% | +40.5% | -65.1% | -31.4% |
| YTD | -50.5% | +2.8% | -53.4% | -51.6% |
| 1Y | -39.8% | +39.6% | -79.5% | -45.6% |
| 3Y | -65.6% | +4.4% | -70.0% | -68.2% |
| 5Y | -62.1% | -42.8% | -19.3% | -66.6% |
| All | -62.1% | -42.7% | -19.4% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling