+422.5%
STM vs RGEN
+508.6%
-86.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.6% | +5.7% |
| 7D | -5.6% | +3.5% | -9.0% | -6.4% |
| 30D | -14.4% | +2.9% | -17.4% | -15.2% |
| 3M | -20.5% | +9.2% | -29.6% | -23.2% |
| 6M | -24.5% | +44.9% | -69.4% | -35.0% |
| YTD | +72.7% | +9.2% | +63.5% | +62.9% |
| 1Y | +91.0% | +25.3% | +65.7% | +71.2% |
| 3Y | +13.5% | +21.7% | -8.2% | -2.8% |
| 5Y | -9.2% | -34.5% | +25.3% | -10.3% |
| 10Y | +422.5% | +478.9% | -56.4% | +154.1% |
| All | +422.5% | +508.6% | -86.1% | +154.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling