+852.5%
STLD vs RGEN
+527.2%
+325.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.1% |
| 7D | -11.1% | -1.9% | -9.2% | -10.8% |
| 30D | -4.8% | +3.7% | -8.5% | -5.6% |
| 3M | -14.6% | +8.8% | -23.4% | -16.5% |
| 6M | -7.4% | +38.0% | -45.4% | -14.4% |
| YTD | +32.6% | +5.9% | +26.7% | +28.7% |
| 1Y | +47.3% | +19.7% | +27.7% | +39.3% |
| 3Y | +107.5% | +20.5% | +87.0% | +88.9% |
| 5Y | +268.8% | -35.0% | +303.8% | +258.1% |
| All | +852.5% | +527.2% | +325.3% | +337.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling