+349.8%
EAT vs STLA
+21.0%
+328.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | -3.9% | -6.4% | +2.4% | -1.1% |
| 30D | +5.0% | -1.3% | +6.3% | +5.7% |
| 3M | -9.6% | -19.9% | +10.3% | -1.7% |
| 6M | +46.8% | -42.9% | +89.7% | +83.4% |
| YTD | +41.8% | -59.4% | +101.2% | +100.2% |
| 1Y | +98.3% | -56.8% | +155.1% | +168.9% |
| 3Y | +503.1% | -73.1% | +576.1% | +850.4% |
| 5Y | +356.7% | -70.1% | +426.7% | +552.7% |
| 10Y | +349.8% | +19.8% | +330.0% | +291.8% |
| All | +349.8% | +21.0% | +328.8% | +291.8% |
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