+7,484.2%
STLD vs GEN
+4,884.7%
+2,599.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.9% | -6.7% | -7.3% |
| 7D | -12.5% | +8.5% | -21.0% | -14.4% |
| 30D | -6.8% | +34.2% | -41.0% | -14.4% |
| 3M | -16.4% | +10.0% | -26.3% | -19.5% |
| 6M | -6.1% | +56.8% | -62.9% | -18.8% |
| YTD | +32.0% | +14.2% | +17.7% | +23.5% |
| 1Y | +45.5% | +20.8% | +24.7% | +34.1% |
| 3Y | +106.5% | +84.1% | +22.4% | +67.2% |
| 5Y | +267.2% | +37.1% | +230.1% | +216.9% |
| 10Y | +878.9% | +171.5% | +707.4% | +555.2% |
| All | +7,484.2% | +4,884.7% | +2,599.5% | +2,552.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling