+390.5%
GE vs STRL
+779.4%
-388.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.0% |
| 7D | +7.1% | -26.9% | +34.0% | +13.0% |
| 30D | +6.5% | -52.7% | +59.1% | +22.6% |
| 3M | -13.6% | -52.8% | +39.3% | -1.0% |
| 6M | +6.0% | -71.5% | +77.5% | +32.1% |
| YTD | +5.4% | -17.4% | +22.8% | -4.1% |
| 1Y | +6.5% | -35.0% | +41.4% | +2.6% |
| 3Y | +268.6% | +239.2% | +29.4% | +102.3% |
| All | +390.5% | +779.4% | -388.9% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling