+197.6%
STT vs RGEN
+457.6%
-260.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.9% |
| 7D | +1.1% | -2.4% | +3.5% | +1.6% |
| 30D | -1.9% | +0.1% | -2.0% | -2.0% |
| 3M | -7.6% | +6.6% | -14.2% | -9.1% |
| 6M | +16.0% | +40.9% | -24.9% | +7.7% |
| YTD | +36.2% | +6.2% | +30.0% | +32.6% |
| 1Y | +46.8% | +19.4% | +27.3% | +39.8% |
| 3Y | +177.8% | +17.9% | +159.9% | +155.1% |
| 5Y | +105.8% | -34.0% | +139.9% | +99.3% |
| 10Y | +197.6% | +453.9% | -256.3% | +71.1% |
| All | +197.6% | +457.6% | -260.1% | +71.1% |
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