+51.8%
STLD vs GEN
+11.7%
+40.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.7% |
| 7D | +6.9% | -3.0% | +9.8% | +6.9% |
| 30D | -1.5% | +24.7% | -26.2% | -1.7% |
| 3M | -9.7% | +4.1% | -13.8% | -9.8% |
| 6M | +2.3% | +36.0% | -33.7% | +1.7% |
| YTD | +41.0% | +10.9% | +30.2% | +41.3% |
| 1Y | +51.8% | +12.2% | +39.7% | +51.1% |
| All | +51.8% | +11.7% | +40.1% | +51.1% |
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