+512.8%
GE vs SITM
+4,608.4%
-4,095.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.5% | -5.5% | +0.2% |
| 7D | -1.6% | +9.7% | -11.3% | -2.9% |
| 30D | -11.6% | +12.7% | -24.3% | -13.8% |
| 3M | +3.0% | -13.4% | +16.4% | +3.3% |
| 6M | -0.5% | +59.6% | -60.1% | -10.3% |
| YTD | +9.7% | +73.3% | -63.6% | -2.9% |
| 1Y | +20.0% | +165.5% | -145.5% | -1.5% |
| 3Y | +275.8% | +368.7% | -92.9% | +164.5% |
| 5Y | +429.1% | +172.5% | +256.6% | +270.7% |
| All | +512.8% | +4,608.4% | -4,095.6% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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