+194.0%
STT vs RGEN
+415.2%
-221.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +4.8% | -3.3% | +8.1% | +5.4% |
| 30D | +3.9% | -5.8% | +9.8% | +4.9% |
| 3M | -8.2% | +0.2% | -8.3% | -8.7% |
| 6M | +15.6% | +56.8% | -41.2% | +5.4% |
| YTD | +37.6% | +2.4% | +35.2% | +34.8% |
| 1Y | +50.1% | +11.4% | +38.7% | +44.7% |
| 3Y | +183.1% | +15.2% | +167.9% | +160.9% |
| 5Y | +104.8% | -35.1% | +139.9% | +98.8% |
| All | +194.0% | +415.2% | -221.2% | +70.9% |
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