+436.6%
GE vs STT
+145.1%
+291.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | -11.6% | +3.9% | -15.4% | -13.1% |
| 3M | +3.0% | +20.0% | -16.9% | -5.3% |
| 6M | -0.5% | +55.3% | -55.8% | -18.6% |
| YTD | +9.7% | +53.3% | -43.6% | -10.0% |
| 1Y | +20.0% | +74.7% | -54.7% | -7.6% |
| 3Y | +275.8% | +205.8% | +70.0% | +120.8% |
| All | +436.6% | +145.1% | +291.5% | +223.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling