+440.3%
GE vs STZ
-32.8%
+473.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -1.6% | -1.9% | +0.3% | -1.3% |
| 30D | -11.6% | -1.9% | -9.7% | -11.4% |
| 3M | +3.0% | -6.2% | +9.3% | +3.8% |
| 6M | -0.5% | -14.0% | +13.5% | +1.9% |
| YTD | +9.7% | -5.1% | +14.9% | +9.7% |
| 1Y | +20.0% | -9.6% | +29.6% | +21.1% |
| 3Y | +275.8% | -47.2% | +323.1% | +333.9% |
| All | +440.3% | -32.8% | +473.0% | +435.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling