+151.5%
GE vs STT
+264.2%
-112.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | 0.0% |
| 7D | +1.2% | +2.2% | -1.0% | -0.1% |
| 30D | -9.5% | +3.9% | -13.4% | -11.4% |
| 3M | +4.1% | +19.2% | -15.0% | -5.8% |
| 6M | +3.9% | +60.4% | -56.4% | -20.3% |
| YTD | +9.0% | +51.5% | -42.4% | -14.2% |
| 1Y | +21.9% | +76.3% | -54.3% | -12.3% |
| 3Y | +281.8% | +200.7% | +81.0% | +98.5% |
| 5Y | +436.7% | +157.5% | +279.3% | +188.9% |
| 10Y | +151.5% | +262.0% | -110.5% | +6.2% |
| All | +151.5% | +264.2% | -112.6% | +6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling