+8,153.7%
STLD vs RGEN
+13,308.0%
-5,154.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +3.1% | -4.9% | +8.1% | +3.6% |
| 30D | -9.0% | +5.7% | -14.7% | -9.5% |
| 3M | -12.4% | +32.4% | -44.8% | -14.6% |
| 6M | +25.5% | +33.2% | -7.7% | +22.0% |
| YTD | +43.6% | +2.3% | +41.3% | +42.5% |
| 1Y | +87.2% | +39.0% | +48.2% | +80.9% |
| 3Y | +135.2% | -4.6% | +139.9% | +131.1% |
| 5Y | +290.9% | -42.7% | +333.6% | +292.7% |
| 10Y | +1,113.5% | +433.6% | +679.9% | +921.0% |
| All | +8,153.7% | +13,308.0% | -5,154.3% | +5,519.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling