+487.4%
STX vs RGEN
-34.8%
+522.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.1% | +6.7% | +9.1% |
| 7D | -14.8% | +3.5% | -18.2% | -15.2% |
| 30D | -35.4% | +2.9% | -38.3% | -35.5% |
| 3M | -37.7% | +9.2% | -46.9% | -38.8% |
| 6M | -35.2% | +44.9% | -80.2% | -41.2% |
| YTD | +84.4% | +9.2% | +75.2% | +78.4% |
| 1Y | +82.3% | +25.3% | +57.0% | +70.6% |
| 3Y | +646.2% | +21.7% | +624.5% | +574.4% |
| 5Y | +487.4% | -34.5% | +521.9% | +428.6% |
| All | +487.4% | -34.8% | +522.3% | +428.6% |
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