+87.2%
STLD vs GEN
+5.4%
+81.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.5% |
| 7D | +3.1% | -1.2% | +4.3% | +3.2% |
| 30D | -9.0% | +10.1% | -19.1% | -9.1% |
| 3M | -12.4% | +16.1% | -28.5% | -12.0% |
| 6M | +25.5% | +38.9% | -13.4% | +23.9% |
| YTD | +43.6% | +14.4% | +29.2% | +46.5% |
| 1Y | +87.2% | +5.9% | +81.3% | +98.1% |
| All | +87.2% | +5.4% | +81.8% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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