+277.1%
STLD vs RGEN
-35.5%
+312.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.4% |
| 7D | +2.9% | -3.3% | +6.2% | +3.6% |
| 30D | -5.6% | -5.8% | +0.3% | -4.5% |
| 3M | -11.7% | +0.2% | -11.9% | -12.4% |
| 6M | -2.8% | +56.8% | -59.5% | -13.0% |
| YTD | +36.4% | +2.4% | +34.1% | +33.1% |
| 1Y | +50.0% | +11.4% | +38.6% | +43.5% |
| 3Y | +122.3% | +15.2% | +107.1% | +102.6% |
| All | +277.1% | -35.5% | +312.5% | +217.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling