+162.4%
GE vs STT
+211.9%
-49.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | +2.0% |
| 7D | +6.3% | +0.9% | +5.3% | +5.8% |
| 30D | +8.9% | -2.3% | +11.2% | +10.3% |
| 3M | -9.2% | -7.0% | -2.2% | -5.5% |
| 6M | +13.2% | +15.5% | -2.3% | +4.2% |
| YTD | +9.4% | +35.6% | -26.2% | -8.5% |
| 1Y | +9.8% | +47.9% | -38.1% | -12.7% |
| 3Y | +278.2% | +181.1% | +97.1% | +103.9% |
| 5Y | +396.0% | +108.2% | +287.8% | +202.7% |
| 10Y | +162.4% | +201.0% | -38.6% | +25.7% |
| All | +162.4% | +211.9% | -49.5% | +25.7% |
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