+1,080.4%
STLD vs RGEN
+406.9%
+673.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +2.7% | -0.9% | +3.5% | +2.9% |
| 30D | -8.4% | +2.8% | -11.3% | -9.2% |
| 3M | -9.9% | +34.5% | -44.3% | -15.7% |
| 6M | +33.0% | +40.5% | -7.4% | +22.6% |
| YTD | +42.6% | +2.8% | +39.7% | +39.7% |
| 1Y | +80.8% | +39.6% | +41.1% | +65.7% |
| 3Y | +143.4% | +4.4% | +139.0% | +127.4% |
| 5Y | +293.4% | -42.8% | +336.2% | +291.0% |
| 10Y | +1,080.4% | +406.7% | +673.7% | +491.4% |
| All | +1,080.4% | +406.9% | +673.6% | +491.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RGEN 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling