+6,495.0%
STT vs RGEN
+1,639.8%
+4,855.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.6% |
| 7D | +1.1% | -2.4% | +3.5% | +1.3% |
| 30D | -1.9% | +0.1% | -2.0% | -1.9% |
| 3M | -7.6% | +6.6% | -14.2% | -8.1% |
| 6M | +16.0% | +40.9% | -24.9% | +13.1% |
| YTD | +36.2% | +6.2% | +30.0% | +34.9% |
| 1Y | +46.8% | +19.4% | +27.3% | +44.4% |
| 3Y | +177.8% | +17.9% | +159.9% | +170.5% |
| 5Y | +105.8% | -34.0% | +139.9% | +104.6% |
| 10Y | +197.6% | +453.9% | -256.3% | +160.0% |
| All | +6,495.0% | +1,639.8% | +4,855.2% | +3,955.9% |
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