+139.1%
STLD vs GEN
+58.9%
+80.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.1% |
| 7D | +3.1% | -1.2% | +4.3% | +3.4% |
| 30D | -9.0% | +10.1% | -19.1% | -11.0% |
| 3M | -12.4% | +16.1% | -28.5% | -15.3% |
| 6M | +25.5% | +38.9% | -13.4% | +15.0% |
| YTD | +43.6% | +14.4% | +29.2% | +39.6% |
| 1Y | +87.2% | +5.9% | +81.3% | +86.8% |
| All | +139.1% | +58.9% | +80.1% | +130.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling