+280.4%
GE vs STRL
+484.5%
-204.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.8% | -4.7% | 0.0% |
| 7D | -1.6% | +3.4% | -5.0% | -2.2% |
| 30D | -11.6% | -9.2% | -2.3% | -10.2% |
| 3M | +3.0% | -51.0% | +54.1% | +15.8% |
| 6M | -0.5% | +15.8% | -16.3% | -10.6% |
| YTD | +9.7% | +58.9% | -49.1% | -9.3% |
| 1Y | +20.0% | +68.5% | -48.5% | -4.0% |
| All | +280.4% | +484.5% | -204.1% | +116.1% |
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