+310.8%
EAT vs STLA
-4.1%
+314.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | -4.0% | -13.8% | +9.8% | +2.4% |
| 30D | -2.9% | -10.5% | +7.6% | +2.1% |
| 3M | -16.9% | -28.9% | +12.0% | -4.8% |
| 6M | +57.0% | -49.7% | +106.7% | +107.9% |
| YTD | +38.2% | -64.9% | +103.1% | +108.4% |
| 1Y | +69.3% | -64.0% | +133.3% | +149.9% |
| 3Y | +483.0% | -77.4% | +560.4% | +901.0% |
| 5Y | +364.1% | -74.4% | +438.6% | +613.0% |
| All | +310.8% | -4.1% | +314.9% | +265.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling