+532.0%
GE vs STLA
+263.8%
+268.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | -1.6% | +2.6% | -4.2% | -2.2% |
| 30D | -11.6% | -1.2% | -10.3% | -11.6% |
| 3M | +3.0% | -24.8% | +27.8% | +9.4% |
| 6M | -0.5% | -25.6% | +25.0% | +5.7% |
| YTD | +9.7% | -48.9% | +58.7% | +25.5% |
| 1Y | +20.0% | -38.8% | +58.8% | +30.0% |
| 3Y | +275.8% | -64.5% | +340.4% | +348.9% |
| 5Y | +429.1% | -62.4% | +491.5% | +510.8% |
| 10Y | +151.2% | +55.4% | +95.8% | +123.7% |
| All | +532.0% | +263.8% | +268.2% | +430.3% |
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