+489.9%
EAT vs SFM
+18.5%
+471.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +2.0% | -1.7% |
| 7D | -2.6% | -1.2% | -1.4% | -2.5% |
| 30D | +11.5% | -24.8% | +36.2% | +17.9% |
| 3M | -9.1% | -43.7% | +34.6% | +3.7% |
| 6M | +40.4% | -37.3% | +77.7% | +54.1% |
| YTD | +43.9% | -38.4% | +82.3% | +57.2% |
| 1Y | +101.9% | -36.9% | +138.9% | +118.6% |
| 3Y | +489.9% | +20.7% | +469.2% | +474.8% |
| All | +489.9% | +18.5% | +471.3% | +474.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling