+157.5%
STT vs GME
-62.6%
+220.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.0% |
| 3M | +19.2% | -15.1% | +34.3% | +20.1% |
| 6M | +60.4% | -22.5% | +82.9% | +62.2% |
| YTD | +51.5% | -5.9% | +57.4% | +51.6% |
| 1Y | +76.3% | -18.6% | +94.9% | +77.6% |
| 3Y | +200.7% | +6.7% | +194.1% | +173.4% |
| 5Y | +157.5% | -62.0% | +219.5% | +149.2% |
| All | +157.5% | -62.6% | +220.0% | +149.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling