+517.6%
EAT vs SFM
+40.3%
+477.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +2.0% | -2.1% |
| 7D | -2.6% | -1.2% | -1.4% | -2.5% |
| 30D | +11.5% | -24.8% | +36.2% | +15.5% |
| 3M | -9.1% | -43.7% | +34.6% | -1.6% |
| 6M | +40.4% | -37.3% | +77.7% | +48.9% |
| YTD | +43.9% | -38.4% | +82.3% | +52.1% |
| 1Y | +101.9% | -36.9% | +138.9% | +112.6% |
| 3Y | +489.9% | +20.7% | +469.2% | +482.0% |
| 5Y | +362.6% | +103.5% | +259.2% | +324.8% |
| 10Y | +385.7% | +139.7% | +245.9% | +332.3% |
| All | +517.6% | +40.3% | +477.3% | +500.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling