+157.5%
STT vs RGEN
-42.7%
+200.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +2.2% | -0.9% | +3.1% | +2.3% |
| 30D | +3.9% | +2.8% | +1.1% | +3.3% |
| 3M | +19.2% | +34.5% | -15.3% | +12.5% |
| 6M | +60.4% | +40.5% | +19.9% | +49.3% |
| YTD | +51.5% | +2.8% | +48.6% | +49.0% |
| 1Y | +76.3% | +39.6% | +36.7% | +63.3% |
| 3Y | +200.7% | +4.4% | +196.3% | +182.5% |
| 5Y | +157.5% | -42.8% | +200.2% | +125.3% |
| All | +157.5% | -42.7% | +200.2% | +125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling