+7,325.6%
STT vs RGEN
+1,576.0%
+5,749.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | +0.5% | -4.9% | +5.4% | +0.8% |
| 30D | +3.9% | +5.7% | -1.8% | +3.4% |
| 3M | +20.0% | +32.4% | -12.5% | +17.6% |
| 6M | +55.3% | +33.2% | +22.1% | +52.0% |
| YTD | +53.3% | +2.3% | +51.1% | +52.5% |
| 1Y | +74.7% | +39.0% | +35.7% | +70.2% |
| 3Y | +205.8% | -4.6% | +210.5% | +201.3% |
| 5Y | +145.0% | -42.7% | +187.7% | +145.6% |
| 10Y | +266.0% | +433.6% | -167.6% | +220.9% |
| All | +7,325.6% | +1,576.0% | +5,749.6% | +4,482.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling