+152.0%
GE vs STZ
+13.4%
+138.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +2.7% | +2.6% | +0.1% | +1.7% |
| 30D | +8.1% | +15.2% | -7.1% | +2.2% |
| 3M | -7.9% | +7.6% | -15.5% | -10.9% |
| 6M | +12.9% | +5.3% | +7.6% | +9.3% |
| YTD | +8.2% | +8.6% | -0.5% | +2.3% |
| 1Y | +9.7% | +15.6% | -5.9% | +0.6% |
| 3Y | +266.1% | -35.2% | +301.3% | +317.6% |
| 5Y | +407.4% | -29.1% | +436.5% | +442.0% |
| All | +152.0% | +13.4% | +138.6% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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