+200.7%
STT vs GME
+4.1%
+196.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | +2.2% | +0.4% | +1.8% | +2.2% |
| 30D | +3.9% | -1.4% | +5.3% | +3.9% |
| 3M | +19.2% | -15.1% | +34.3% | +19.6% |
| 6M | +60.4% | -22.5% | +82.9% | +61.2% |
| YTD | +51.5% | -5.9% | +57.4% | +51.6% |
| 1Y | +76.3% | -18.6% | +94.9% | +76.9% |
| 3Y | +200.7% | +6.7% | +194.1% | +193.7% |
| All | +200.7% | +4.1% | +196.7% | +193.7% |
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