+80.8%
STLD vs RGEN
+37.7%
+43.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +2.7% | -0.9% | +3.5% | +2.8% |
| 30D | -8.4% | +2.8% | -11.3% | -9.1% |
| 3M | -9.9% | +34.5% | -44.3% | -15.5% |
| 6M | +33.0% | +40.5% | -7.4% | +22.2% |
| YTD | +42.6% | +2.8% | +39.7% | +40.7% |
| 1Y | +80.8% | +39.6% | +41.1% | +58.6% |
| All | +80.8% | +37.7% | +43.0% | +58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling