+310.8%
EAT vs SFM
+140.2%
+170.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.1% |
| 7D | -4.0% | +6.0% | -10.0% | -4.9% |
| 30D | -2.9% | -19.5% | +16.6% | -0.2% |
| 3M | -16.9% | -37.0% | +20.1% | -11.1% |
| 6M | +57.0% | -41.0% | +98.0% | +69.0% |
| YTD | +38.2% | -34.6% | +72.8% | +45.2% |
| 1Y | +69.3% | -36.3% | +105.5% | +78.6% |
| 3Y | +483.0% | +24.5% | +458.4% | +476.3% |
| 5Y | +364.1% | +115.9% | +248.3% | +326.1% |
| All | +310.8% | +140.2% | +170.7% | +294.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling