+21.9%
GE vs STM
+95.2%
-73.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | +1.2% | +5.2% | -4.0% | +0.6% |
| 30D | -9.5% | -7.4% | -2.1% | -8.8% |
| 3M | +4.1% | -30.6% | +34.8% | +7.9% |
| 6M | +3.9% | +66.4% | -62.4% | -9.6% |
| YTD | +9.0% | +101.1% | -92.1% | -7.8% |
| 1Y | +21.9% | +97.4% | -75.4% | +1.2% |
| All | +21.9% | +95.2% | -73.3% | +1.2% |
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