+19,359.6%
STRL vs RGEN
+1,017.3%
+18,342.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +6.9% | +5.8% |
| 7D | +3.4% | -4.9% | +8.3% | +3.7% |
| 30D | -9.2% | +5.7% | -14.9% | -9.5% |
| 3M | -51.0% | +32.4% | -83.5% | -51.9% |
| 6M | +15.8% | +33.2% | -17.4% | +13.6% |
| YTD | +58.9% | +2.3% | +56.6% | +58.2% |
| 1Y | +68.5% | +39.0% | +29.5% | +65.1% |
| 3Y | +485.2% | -4.6% | +489.8% | +479.8% |
| 5Y | +2,005.1% | -42.7% | +2,047.8% | +2,014.4% |
| 10Y | +7,118.0% | +433.6% | +6,684.4% | +6,451.3% |
| All | +19,359.6% | +1,017.3% | +18,342.3% | +12,787.6% |
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