+9,509.3%
STX vs RGEN
+6,383.3%
+3,126.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.1% | +6.7% | +9.4% |
| 7D | -14.8% | +3.5% | -18.2% | -15.0% |
| 30D | -35.4% | +2.9% | -38.3% | -35.5% |
| 3M | -37.7% | +9.2% | -46.9% | -38.4% |
| 6M | -35.2% | +44.9% | -80.2% | -39.1% |
| YTD | +84.4% | +9.2% | +75.2% | +80.2% |
| 1Y | +82.3% | +25.3% | +57.0% | +74.6% |
| 3Y | +646.2% | +21.7% | +624.5% | +602.2% |
| 5Y | +487.4% | -34.5% | +521.9% | +482.0% |
| 10Y | +2,071.0% | +478.9% | +1,592.1% | +1,511.0% |
| All | +9,509.3% | +6,383.3% | +3,126.0% | +4,777.6% |
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 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