+42.1%
EAT vs SM
+46.7%
-4.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.6% | -7.0% | -2.8% |
| 7D | -4.9% | -0.2% | -4.8% | -4.9% |
| 30D | -1.2% | +31.5% | -32.7% | +3.2% |
| 3M | +52.2% | +17.3% | +34.9% | +56.3% |
| 6M | +65.0% | +48.5% | +16.5% | +75.2% |
| YTD | +55.0% | +106.3% | -51.2% | +72.4% |
| 1Y | +42.1% | +47.3% | -5.2% | +50.9% |
| All | +42.1% | +46.7% | -4.7% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling