+381.4%
EAT vs SFM
+280.6%
+100.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.7% | -2.6% |
| 7D | -6.8% | -7.2% | +0.4% | -5.6% |
| 30D | -5.4% | -14.3% | +8.9% | -2.9% |
| 3M | +42.8% | -13.7% | +56.5% | +46.1% |
| 6M | +56.5% | -6.0% | +62.5% | +56.9% |
| YTD | +50.0% | -8.2% | +58.3% | +50.5% |
| 1Y | +38.3% | -46.2% | +84.5% | +50.9% |
| 3Y | +591.6% | +83.6% | +508.1% | +549.3% |
| 5Y | +312.6% | +212.7% | +99.9% | +260.8% |
| 10Y | +381.4% | +273.0% | +108.4% | +327.5% |
| All | +381.4% | +280.6% | +100.9% | +327.5% |
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