+483.4%
EAT vs SFM
+39.6%
+443.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.9% |
| 7D | -5.9% | -6.9% | +1.0% | -4.9% |
| 30D | +0.7% | -25.0% | +25.6% | +4.3% |
| 3M | -14.2% | -42.7% | +28.5% | -7.4% |
| 6M | +40.7% | -41.0% | +81.7% | +50.7% |
| YTD | +36.0% | -38.7% | +74.6% | +43.8% |
| 1Y | +83.1% | -38.1% | +121.2% | +93.3% |
| 3Y | +474.8% | +19.3% | +455.5% | +468.0% |
| 5Y | +347.6% | +103.1% | +244.5% | +311.1% |
| 10Y | +321.5% | +131.1% | +190.5% | +276.8% |
| All | +483.4% | +39.6% | +443.8% | +467.5% |
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 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