+852.5%
STLD vs GEN
+157.3%
+695.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.1% |
| 7D | -11.1% | +2.3% | -13.4% | -11.6% |
| 30D | -4.8% | +33.1% | -37.8% | -11.6% |
| 3M | -14.6% | +6.5% | -21.0% | -16.7% |
| 6M | -7.4% | +53.8% | -61.2% | -18.8% |
| YTD | +32.6% | +11.2% | +21.3% | +26.1% |
| 1Y | +47.3% | +19.4% | +27.9% | +37.3% |
| 3Y | +107.5% | +81.0% | +26.5% | +71.0% |
| 5Y | +268.8% | +33.4% | +235.4% | +223.2% |
| All | +852.5% | +157.3% | +695.3% | +552.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling