+2,170.3%
GE vs STZ
+10,752.7%
-8,582.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.1% |
| 7D | +7.1% | +4.9% | +2.2% | +5.9% |
| 30D | +6.5% | +20.9% | -14.4% | +1.5% |
| 3M | -13.6% | +8.0% | -21.6% | -15.5% |
| 6M | +6.0% | -5.3% | +11.3% | +6.5% |
| YTD | +5.4% | +5.9% | -0.5% | +2.6% |
| 1Y | +6.5% | +14.2% | -7.8% | +1.6% |
| 3Y | +268.6% | -37.0% | +305.6% | +299.4% |
| 5Y | +389.0% | -29.7% | +418.7% | +413.1% |
| 10Y | +163.3% | +5.2% | +158.2% | +148.9% |
| All | +2,170.3% | +10,752.7% | -8,582.4% | +971.7% |
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