+44.0%
EAT vs SFM
-41.4%
+85.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.1% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +1.9% | -4.4% | +6.3% | +2.6% |
| 3M | +68.7% | +1.5% | +67.1% | +68.3% |
| 6M | +66.9% | +6.5% | +60.4% | +63.2% |
| YTD | +60.4% | +2.2% | +58.2% | +59.0% |
| 1Y | +44.0% | -41.9% | +85.9% | +70.3% |
| All | +44.0% | -41.4% | +85.4% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling