+8.9%
GE vs STT
+53.6%
-44.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.6% | +1.7% |
| 7D | +9.4% | -0.1% | +9.5% | +9.5% |
| 30D | +7.5% | -1.7% | +9.2% | +8.4% |
| 3M | -12.5% | -6.4% | -6.2% | -9.7% |
| 6M | +17.8% | +17.7% | +0.1% | +9.7% |
| YTD | +7.4% | +36.9% | -29.5% | -7.4% |
| 1Y | +8.9% | +52.0% | -43.2% | -11.3% |
| All | +8.9% | +53.6% | -44.7% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling