+2,426.9%
GE vs STRL
+19,359.6%
-16,932.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.8% | -4.7% | +0.7% |
| 7D | -1.6% | +3.4% | -5.0% | -1.8% |
| 30D | -11.6% | -9.2% | -2.3% | -11.1% |
| 3M | +3.0% | -51.0% | +54.1% | +6.9% |
| 6M | -0.5% | +15.8% | -16.3% | -2.7% |
| YTD | +9.7% | +58.9% | -49.1% | +5.2% |
| 1Y | +20.0% | +68.5% | -48.5% | +14.4% |
| 3Y | +275.8% | +485.2% | -209.4% | +231.0% |
| 5Y | +429.1% | +2,005.1% | -1,576.0% | +334.8% |
| 10Y | +151.2% | +7,118.0% | -6,966.8% | +93.9% |
| All | +2,426.9% | +19,359.6% | -16,932.7% | +1,734.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling