+507.8%
STT vs GME
+1,082.6%
-574.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | +0.5% | +7.2% | -6.7% | -0.1% |
| 30D | +3.9% | +0.8% | +3.1% | +3.8% |
| 3M | +20.0% | -14.0% | +33.9% | +21.3% |
| 6M | +55.3% | -19.7% | +75.0% | +57.8% |
| YTD | +53.3% | -4.6% | +57.9% | +53.4% |
| 1Y | +74.7% | -14.3% | +89.0% | +76.1% |
| 3Y | +205.8% | +4.0% | +201.8% | +168.2% |
| 5Y | +145.0% | -62.2% | +207.2% | +122.6% |
| 10Y | +266.0% | +241.4% | +24.6% | +7.3% |
| All | +507.8% | +1,082.6% | -574.8% | +23.2% |
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