+96.5%
STM vs RGEN
+19.5%
+76.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.0% | -6.1% |
| 7D | -6.0% | -3.5% | -2.5% | -5.4% |
| 30D | -20.9% | -6.0% | -15.0% | -20.3% |
| 3M | -15.8% | +19.0% | -34.7% | -17.8% |
| 6M | -17.0% | +50.7% | -67.8% | -23.6% |
| YTD | +76.8% | +8.8% | +68.0% | +81.2% |
| 1Y | +96.5% | +21.3% | +75.2% | +96.0% |
| All | +96.5% | +19.5% | +76.9% | +96.0% |
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 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