+151.5%
GE vs STRL
+7,463.3%
-7,311.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.4% |
| 7D | +1.2% | +10.1% | -9.0% | -1.2% |
| 30D | -9.5% | -8.2% | -1.3% | -7.9% |
| 3M | +4.1% | -43.7% | +47.8% | +16.9% |
| 6M | +3.9% | +27.1% | -23.2% | -10.3% |
| YTD | +9.0% | +64.0% | -55.0% | -12.9% |
| 1Y | +21.9% | +75.2% | -53.2% | -6.1% |
| 3Y | +281.8% | +539.9% | -258.1% | +89.6% |
| 5Y | +436.7% | +2,133.0% | -1,696.3% | +77.4% |
| 10Y | +151.5% | +7,178.3% | -7,026.7% | -40.5% |
| All | +151.5% | +7,463.3% | -7,311.7% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling