+342.0%
EAT vs SM
+107.8%
+234.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.9% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +1.9% | +26.3% | -24.4% | -1.4% |
| 3M | +68.7% | +8.7% | +60.0% | +65.6% |
| 6M | +66.9% | +51.7% | +15.2% | +53.7% |
| YTD | +60.4% | +99.0% | -38.6% | +40.2% |
| 1Y | +44.0% | +34.6% | +9.4% | +34.4% |
| 3Y | +604.7% | -7.8% | +612.4% | +578.2% |
| All | +342.0% | +107.8% | +234.1% | +217.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling