+455.3%
SN vs GME
+16.3%
+439.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.1% | +2.9% |
| 7D | +7.6% | +5.8% | +1.9% | +7.4% |
| 30D | +24.1% | -3.7% | +27.7% | +24.2% |
| 3M | +23.7% | +33.6% | -9.8% | +22.5% |
| 6M | +105.5% | +5.4% | +100.1% | +105.1% |
| YTD | +105.1% | +27.4% | +77.7% | +103.2% |
| 1Y | +148.3% | +19.0% | +129.3% | +146.5% |
| 3Y | +438.7% | +101.5% | +337.2% | +438.7% |
| All | +455.3% | +16.3% | +439.0% | +372.4% |
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