+157.1%
SPMO vs GME
+18.5%
+138.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.4% |
| 7D | -0.9% | +10.4% | -11.3% | -1.2% |
| 30D | -1.9% | +14.1% | -16.0% | -2.3% |
| 3M | -1.4% | -4.6% | +3.3% | -1.3% |
| 6M | +25.5% | -13.5% | +39.0% | +25.9% |
| YTD | +24.8% | +5.3% | +19.5% | +24.5% |
| 1Y | +24.5% | -14.9% | +39.4% | +24.8% |
| 3Y | +157.1% | +24.3% | +132.9% | +156.2% |
| All | +157.1% | +18.5% | +138.7% | +156.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling