+782.2%
STLD vs RGEN
+508.6%
+273.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.1% | +1.5% |
| 7D | -9.7% | +3.5% | -13.1% | -10.2% |
| 30D | -4.5% | +2.9% | -7.4% | -5.2% |
| 3M | -13.1% | +9.2% | -22.3% | -15.1% |
| 6M | -2.8% | +44.9% | -47.7% | -10.8% |
| YTD | +35.3% | +9.2% | +26.1% | +30.7% |
| 1Y | +51.4% | +25.3% | +26.1% | +42.0% |
| 3Y | +117.9% | +21.7% | +96.2% | +98.5% |
| 5Y | +272.6% | -34.5% | +307.1% | +260.7% |
| 10Y | +782.2% | +478.9% | +303.3% | +361.2% |
| All | +782.2% | +508.6% | +273.5% | +361.2% |
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