+157.4%
GE vs STLA
+12.4%
+145.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +1.9% |
| 7D | +5.4% | -4.9% | +10.3% | +7.1% |
| 30D | +9.6% | -4.9% | +14.6% | +11.0% |
| 3M | -7.7% | -23.7% | +15.9% | -0.3% |
| 6M | +14.0% | -45.0% | +59.0% | +36.6% |
| YTD | +10.2% | -60.9% | +71.0% | +44.9% |
| 1Y | +8.9% | -58.9% | +67.8% | +39.8% |
| 3Y | +273.7% | -74.4% | +348.1% | +438.1% |
| 5Y | +410.2% | -71.5% | +481.7% | +572.9% |
| 10Y | +157.4% | +5.3% | +152.2% | +130.4% |
| All | +157.4% | +12.4% | +145.1% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling