+310.8%
EAT vs SM
+18.0%
+292.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -4.0% | +9.4% | -13.4% | -6.0% |
| 30D | -2.9% | -14.4% | +11.5% | -0.3% |
| 3M | -16.9% | +1.6% | -18.4% | -18.4% |
| 6M | +57.0% | +6.3% | +50.6% | +50.2% |
| YTD | +38.2% | +78.8% | -40.6% | +14.7% |
| 1Y | +69.3% | +83.1% | -13.9% | +39.1% |
| 3Y | +483.0% | -5.9% | +488.9% | +438.6% |
| 5Y | +364.1% | +4.8% | +359.3% | +287.3% |
| All | +310.8% | +18.0% | +292.8% | +39.9% |
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