+506.9%
GE vs STLA
+189.9%
+317.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | +7.1% | -4.5% | +11.6% | +8.2% |
| 30D | +6.5% | -3.9% | +10.4% | +7.2% |
| 3M | -13.6% | -20.2% | +6.6% | -9.6% |
| 6M | +6.0% | -42.2% | +48.2% | +18.9% |
| YTD | +5.4% | -59.3% | +64.7% | +26.4% |
| 1Y | +6.5% | -56.1% | +62.5% | +24.8% |
| 3Y | +268.6% | -73.7% | +342.2% | +370.6% |
| 5Y | +389.0% | -70.3% | +459.3% | +493.6% |
| 10Y | +163.3% | +23.1% | +140.2% | +146.4% |
| All | +506.9% | +189.9% | +317.1% | +434.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling