+367.4%
EAT vs SNY
+64.5%
+302.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -7.7% | -3.3% | -4.4% | -6.8% |
| 30D | -13.6% | -2.2% | -11.4% | -13.0% |
| 3M | +33.9% | -3.0% | +36.9% | +34.8% |
| 6M | +47.2% | +2.7% | +44.5% | +45.9% |
| YTD | +48.1% | -6.8% | +54.9% | +50.5% |
| 1Y | +33.7% | -5.3% | +38.9% | +35.0% |
| 3Y | +595.8% | -9.8% | +605.6% | +589.9% |
| 5Y | +314.4% | +9.7% | +304.7% | +267.2% |
| All | +367.4% | +64.5% | +302.9% | +262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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