+2,765.1%
GE vs STT
+6,268.9%
-3,503.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +7.1% | -2.5% | +9.6% | +8.2% |
| 30D | +6.5% | -5.0% | +11.4% | +8.6% |
| 3M | -13.6% | -10.5% | -3.1% | -9.7% |
| 6M | +6.0% | +10.0% | -4.0% | +1.9% |
| YTD | +5.4% | +30.7% | -25.3% | -5.7% |
| 1Y | +6.5% | +43.8% | -37.3% | -8.4% |
| 3Y | +268.6% | +168.1% | +100.5% | +144.5% |
| 5Y | +389.0% | +101.4% | +287.6% | +253.6% |
| 10Y | +163.3% | +211.3% | -48.0% | +58.0% |
| All | +2,765.1% | +6,268.9% | -3,503.8% | +432.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling