+21.9%
GE vs SM
+46.7%
-24.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | 0.0% |
| 7D | +1.2% | -0.2% | +1.3% | +1.2% |
| 30D | -9.5% | +31.5% | -41.0% | -4.7% |
| 3M | +4.1% | +17.3% | -13.2% | +8.5% |
| 6M | +3.9% | +48.5% | -44.6% | +9.4% |
| YTD | +9.0% | +106.3% | -97.2% | +12.4% |
| 1Y | +21.9% | +47.3% | -25.4% | +29.0% |
| All | +21.9% | +46.7% | -24.8% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling