+340.6%
STRL vs RGEN
+15.2%
+325.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.8% | -3.3% |
| 7D | +15.7% | -3.3% | +18.9% | +17.0% |
| 30D | -35.5% | -5.8% | -29.6% | -33.9% |
| 3M | -47.1% | +0.2% | -47.3% | -47.5% |
| 6M | -65.8% | +56.8% | -122.5% | -71.4% |
| YTD | -4.5% | +2.4% | -6.9% | -8.3% |
| 1Y | -10.5% | +11.4% | -21.9% | -16.1% |
| 3Y | +340.6% | +15.2% | +325.5% | +307.7% |
| All | +340.6% | +15.2% | +325.4% | +307.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling