+151.5%
GE vs STLA
+48.0%
+103.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.4% |
| 7D | +1.2% | +0.7% | +0.4% | +0.9% |
| 30D | -9.5% | -2.4% | -7.1% | -9.2% |
| 3M | +4.1% | -23.9% | +28.0% | +12.9% |
| 6M | +3.9% | -24.6% | +28.5% | +12.6% |
| YTD | +9.0% | -50.5% | +59.5% | +33.5% |
| 1Y | +21.9% | -39.8% | +61.8% | +36.6% |
| 3Y | +281.8% | -65.6% | +347.4% | +396.2% |
| 5Y | +436.7% | -62.1% | +498.8% | +543.5% |
| 10Y | +151.5% | +47.8% | +103.8% | +96.7% |
| All | +151.5% | +48.0% | +103.5% | +96.7% |
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