+266.4%
STT vs RGEN
+402.3%
-135.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | +1.0% | -4.6% | +5.5% | +1.8% |
| 30D | +2.8% | +1.2% | +1.6% | +2.4% |
| 3M | +18.1% | +26.8% | -8.7% | +12.4% |
| 6M | +59.2% | +29.1% | +30.2% | +50.2% |
| YTD | +51.5% | +0.7% | +50.7% | +49.4% |
| 1Y | +75.7% | +39.1% | +36.6% | +62.4% |
| 3Y | +200.8% | +2.2% | +198.5% | +182.6% |
| 5Y | +155.8% | -44.0% | +199.8% | +155.4% |
| 10Y | +266.4% | +412.7% | -146.4% | +107.4% |
| All | +266.4% | +402.3% | -135.9% | +107.4% |
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