+6.5%
GE vs STM
+75.4%
-69.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.7% | +2.1% |
| 7D | +7.1% | -10.7% | +17.8% | +8.6% |
| 30D | +6.5% | -25.7% | +32.2% | +10.2% |
| 3M | -13.6% | -21.6% | +8.0% | -11.3% |
| 6M | +6.0% | -27.8% | +33.8% | +5.5% |
| YTD | +5.4% | +61.8% | -56.4% | -13.9% |
| 1Y | +6.5% | +78.1% | -71.6% | -14.5% |
| All | +6.5% | +75.4% | -69.0% | -14.5% |
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