+99.4%
STT vs RGEN
-35.1%
+134.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.3% |
| 7D | -2.5% | -1.9% | -0.5% | -2.2% |
| 30D | -5.0% | +3.7% | -8.7% | -5.6% |
| 3M | -10.5% | +8.8% | -19.3% | -12.2% |
| 6M | +10.0% | +38.0% | -27.9% | +2.7% |
| YTD | +30.7% | +5.9% | +24.8% | +27.5% |
| 1Y | +43.8% | +19.7% | +24.1% | +37.1% |
| 3Y | +168.1% | +20.5% | +147.6% | +144.9% |
| All | +99.4% | -35.1% | +134.5% | +61.5% |
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