+321.5%
EAT vs SM
+4.2%
+317.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.6% | -4.4% |
| 7D | -5.9% | -19.5% | +13.6% | -1.8% |
| 30D | +0.7% | -20.2% | +20.9% | +5.0% |
| 3M | -14.2% | -6.5% | -7.7% | -14.2% |
| 6M | +40.7% | +1.6% | +39.2% | +36.0% |
| YTD | +36.0% | +61.2% | -25.3% | +15.6% |
| 1Y | +83.1% | +65.4% | +17.7% | +53.7% |
| 3Y | +474.8% | -13.0% | +487.8% | +440.5% |
| 5Y | +347.6% | -4.3% | +351.9% | +281.1% |
| 10Y | +321.5% | +3.0% | +318.5% | +47.2% |
| All | +321.5% | +4.2% | +317.3% | +47.2% |
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