+58.5%
STLD vs GEN
+18.5%
+40.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +1.2% |
| 7D | -0.5% | -0.8% | +0.4% | -0.5% |
| 30D | -0.1% | +31.2% | -31.3% | -0.4% |
| 3M | -9.2% | +6.1% | -15.2% | -9.3% |
| 6M | +1.8% | +38.1% | -36.3% | +1.2% |
| YTD | +42.1% | +14.4% | +27.8% | +42.2% |
| 1Y | +58.5% | +15.1% | +43.4% | +58.1% |
| All | +58.5% | +18.5% | +40.0% | +58.1% |
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