+439.5%
SN vs GME
+14.2%
+425.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.9% | -1.3% | +2.5% |
| 7D | +7.2% | +3.7% | +3.5% | +7.1% |
| 30D | +20.4% | +2.2% | +18.2% | +20.3% |
| 3M | +23.9% | +30.6% | -6.7% | +22.8% |
| 6M | +93.0% | -0.2% | +93.2% | +93.0% |
| YTD | +99.2% | +25.1% | +74.1% | +97.5% |
| 1Y | +142.6% | +17.7% | +124.9% | +140.9% |
| 3Y | +398.8% | +85.7% | +313.1% | +394.9% |
| All | +439.5% | +14.2% | +425.3% | +359.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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