+3,822.9%
EAT vs SM
+1,302.7%
+2,520.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.8% | -3.0% |
| 7D | -2.6% | -25.9% | +23.3% | +2.2% |
| 30D | +11.5% | -15.1% | +26.6% | +14.1% |
| 3M | -9.1% | +4.9% | -14.0% | -11.0% |
| 6M | +40.4% | +6.1% | +34.3% | +35.8% |
| YTD | +43.9% | +63.4% | -19.5% | +26.8% |
| 1Y | +101.9% | +72.5% | +29.5% | +75.4% |
| 3Y | +489.9% | -16.9% | +506.8% | +469.2% |
| 5Y | +362.6% | -10.6% | +373.3% | +317.8% |
| 10Y | +385.7% | +11.3% | +374.4% | +176.5% |
| All | +3,822.9% | +1,302.7% | +2,520.3% | +1,214.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling