+769.0%
STLD vs GEN
+147.0%
+622.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | 0.0% |
| 7D | +6.9% | -3.0% | +9.8% | +7.6% |
| 30D | -1.5% | +24.7% | -26.2% | -7.0% |
| 3M | -9.7% | +4.1% | -13.8% | -11.4% |
| 6M | +2.3% | +36.0% | -33.7% | -7.1% |
| YTD | +41.0% | +10.9% | +30.2% | +34.2% |
| 1Y | +51.8% | +12.2% | +39.7% | +44.0% |
| 3Y | +126.4% | +63.3% | +63.1% | +92.1% |
| 5Y | +285.7% | +29.0% | +256.7% | +240.8% |
| All | +769.0% | +147.0% | +622.0% | +496.1% |
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 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