+2.3%
STLD vs RGEN
+43.2%
-40.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.4% |
| 7D | +6.9% | -1.2% | +8.0% | +6.9% |
| 30D | -1.5% | -5.1% | +3.6% | -0.9% |
| 3M | -9.7% | +0.5% | -10.2% | -9.9% |
| 6M | +2.3% | +46.6% | -44.3% | 0.0% |
| All | +2.3% | +43.2% | -40.9% | 0.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling