+2,264.2%
GE vs STZ
+9,621.1%
-7,356.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -1.6% | -1.9% | +0.3% | -1.1% |
| 30D | -11.6% | -1.9% | -9.7% | -11.3% |
| 3M | +3.0% | -6.2% | +9.3% | +4.1% |
| 6M | -0.5% | -14.0% | +13.5% | +2.5% |
| YTD | +9.7% | -5.1% | +14.9% | +10.0% |
| 1Y | +20.0% | -9.6% | +29.6% | +21.3% |
| 3Y | +275.8% | -47.2% | +323.1% | +326.5% |
| 5Y | +429.1% | -33.6% | +462.7% | +464.4% |
| 10Y | +151.2% | -9.8% | +160.9% | +146.6% |
| All | +2,264.2% | +9,621.1% | -7,356.9% | +1,049.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling