+799.8%
STLD vs RGEN
+450.6%
+349.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -0.5% | -3.1% | +2.7% | +0.2% |
| 30D | -0.1% | +0.1% | -0.1% | -0.2% |
| 3M | -9.2% | +4.8% | -13.9% | -10.5% |
| 6M | +1.8% | +48.9% | -47.2% | -7.2% |
| YTD | +42.1% | +5.3% | +36.8% | +38.1% |
| 1Y | +58.5% | +12.5% | +46.0% | +52.0% |
| 3Y | +128.2% | +17.0% | +111.2% | +109.4% |
| 5Y | +288.2% | -35.4% | +323.6% | +276.8% |
| 10Y | +799.8% | +434.6% | +365.2% | +376.4% |
| All | +799.8% | +450.6% | +349.2% | +376.4% |
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 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