+268.6%
GE vs STRL
+233.5%
+35.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.1% |
| 7D | +7.1% | -26.9% | +34.0% | +12.1% |
| 30D | +6.5% | -52.7% | +59.1% | +20.0% |
| 3M | -13.6% | -52.8% | +39.3% | -2.9% |
| 6M | +6.0% | -71.5% | +77.5% | +27.9% |
| YTD | +5.4% | -17.4% | +22.8% | -3.4% |
| 1Y | +6.5% | -35.0% | +41.4% | +2.7% |
| 3Y | +268.6% | +239.2% | +29.4% | +138.8% |
| All | +268.6% | +233.5% | +35.1% | +138.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling