+3,690.1%
STRL vs RGEN
+455.0%
+3,235.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.3% |
| 7D | -19.8% | -2.4% | -17.4% | -19.2% |
| 30D | -43.6% | +0.1% | -43.6% | -43.4% |
| 3M | -45.2% | +6.6% | -51.8% | -46.2% |
| 6M | -65.7% | +40.9% | -106.6% | -69.0% |
| YTD | -5.4% | +6.2% | -11.6% | -8.6% |
| 1Y | -24.7% | +19.4% | -44.1% | -29.0% |
| 3Y | +335.0% | +17.9% | +317.1% | +298.4% |
| 5Y | +915.3% | -34.0% | +949.3% | +891.9% |
| All | +3,690.1% | +455.0% | +3,235.1% | +2,038.1% |
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