+2,883.5%
GE vs STT
+7,372.9%
-4,489.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.9% |
| 3M | +3.0% | +20.0% | -16.9% | -4.3% |
| 6M | -0.5% | +55.3% | -55.8% | -16.7% |
| YTD | +9.7% | +53.3% | -43.6% | -7.9% |
| 1Y | +20.0% | +74.7% | -54.7% | -4.7% |
| 3Y | +275.8% | +205.8% | +70.0% | +136.4% |
| 5Y | +429.1% | +145.0% | +284.1% | +253.5% |
| 10Y | +151.2% | +266.0% | -114.8% | +41.2% |
| All | +2,883.5% | +7,372.9% | -4,489.4% | +420.5% |
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