+1,808.6%
STM vs RGEN
+6,839.6%
-5,031.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.0% | +1.5% | +4.1% |
| 7D | -10.7% | -1.9% | -8.8% | -10.5% |
| 30D | -25.7% | +3.7% | -29.5% | -26.0% |
| 3M | -21.6% | +8.8% | -30.4% | -22.3% |
| 6M | -27.8% | +38.0% | -65.8% | -30.3% |
| YTD | +61.8% | +5.9% | +55.9% | +59.8% |
| 1Y | +78.1% | +19.7% | +58.4% | +73.9% |
| 3Y | +4.9% | +20.5% | -15.6% | +1.5% |
| 5Y | -14.3% | -35.0% | +20.7% | -13.7% |
| 10Y | +414.1% | +540.9% | -126.8% | +336.5% |
| All | +1,808.6% | +6,839.6% | -5,031.0% | +1,029.5% |
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