+4,272.1%
EAT vs SM
+1,608.3%
+2,663.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.0% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +1.9% | +26.3% | -24.4% | -2.5% |
| 3M | +68.7% | +8.7% | +60.0% | +64.5% |
| 6M | +66.9% | +51.7% | +15.2% | +51.5% |
| YTD | +60.4% | +99.0% | -38.6% | +37.8% |
| 1Y | +44.0% | +34.6% | +9.4% | +31.7% |
| 3Y | +604.7% | -7.8% | +612.4% | +572.0% |
| 5Y | +347.0% | +104.8% | +242.3% | +248.2% |
| 10Y | +390.8% | +7.2% | +383.5% | +179.5% |
| All | +4,272.1% | +1,608.3% | +2,663.8% | +1,328.2% |
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 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