+110.8%
EAT vs STLA
-53.0%
+163.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.8% | +2.5% | +5.9% |
| 7D | -0.1% | -0.6% | +0.5% | -0.1% |
| 30D | +13.5% | +3.6% | +10.0% | +12.6% |
| 3M | +1.0% | -20.6% | +21.7% | +1.1% |
| 6M | +57.3% | -34.3% | +91.6% | +59.1% |
| YTD | +53.6% | -57.3% | +110.9% | +55.3% |
| 1Y | +110.8% | -52.6% | +163.5% | +111.9% |
| All | +110.8% | -53.0% | +163.8% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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