+381.4%
EAT vs SM
+16.0%
+365.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | -6.8% | -0.2% | -6.6% | -6.8% |
| 30D | -5.4% | +20.3% | -25.7% | -9.5% |
| 3M | +42.8% | +22.9% | +19.8% | +34.6% |
| 6M | +56.5% | +47.8% | +8.7% | +39.1% |
| YTD | +50.0% | +107.5% | -57.4% | +22.2% |
| 1Y | +38.3% | +51.7% | -13.5% | +19.9% |
| 3Y | +591.6% | -0.9% | +592.5% | +538.3% |
| 5Y | +312.6% | +112.2% | +200.4% | +191.3% |
| 10Y | +381.4% | +20.3% | +361.1% | +64.1% |
| All | +381.4% | +16.0% | +365.5% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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