+21.0%
STM vs RGEN
-42.4%
+63.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +5.8% | -4.9% | +10.7% | +7.5% |
| 30D | -1.0% | +5.7% | -6.7% | -2.9% |
| 3M | -33.3% | +32.4% | -65.7% | -40.0% |
| 6M | +57.4% | +33.2% | +24.2% | +39.2% |
| YTD | +102.2% | +2.3% | +99.9% | +96.3% |
| 1Y | +99.6% | +39.0% | +60.6% | +71.6% |
| 3Y | +14.5% | -4.6% | +19.1% | +6.6% |
| All | +21.0% | -42.4% | +63.4% | +20.2% |
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