+16,011.1%
STX vs RGEN
+5,972.5%
+10,038.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.5% |
| 7D | +2.4% | -4.9% | +7.3% | +3.0% |
| 30D | +1.4% | +5.7% | -4.3% | +0.5% |
| 3M | -8.2% | +32.4% | -40.7% | -12.5% |
| 6M | +127.0% | +33.2% | +93.8% | +115.3% |
| YTD | +209.1% | +2.3% | +206.9% | +204.6% |
| 1Y | +365.4% | +39.0% | +326.4% | +338.6% |
| 3Y | +1,135.4% | -4.6% | +1,140.0% | +1,094.2% |
| 5Y | +991.5% | -42.7% | +1,034.2% | +997.5% |
| 10Y | +3,695.8% | +433.6% | +3,262.2% | +2,742.4% |
| All | +16,011.1% | +5,972.5% | +10,038.6% | +8,144.2% |
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