+47.3%
STLD vs GEN
+17.5%
+29.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.5% |
| 7D | -11.1% | +2.3% | -13.4% | -11.1% |
| 30D | -4.8% | +33.1% | -37.8% | -5.1% |
| 3M | -14.6% | +6.5% | -21.0% | -14.6% |
| 6M | -7.4% | +53.8% | -61.2% | -8.4% |
| YTD | +32.6% | +11.2% | +21.3% | +32.0% |
| 1Y | +47.3% | +19.4% | +27.9% | +44.3% |
| All | +47.3% | +17.5% | +29.8% | +44.3% |
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