+8.9%
GE vs STM
+92.4%
-83.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.1% | +8.8% | +3.5% |
| 7D | +9.4% | -6.0% | +15.4% | +10.2% |
| 30D | +7.5% | -20.9% | +28.5% | +10.4% |
| 3M | -12.5% | -15.8% | +3.2% | -11.1% |
| 6M | +17.8% | -17.0% | +34.8% | +14.6% |
| YTD | +7.4% | +76.8% | -69.4% | -13.1% |
| 1Y | +8.9% | +96.5% | -87.6% | -13.6% |
| All | +8.9% | +92.4% | -83.5% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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