+372.3%
EAT vs STLA
+51.6%
+320.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -6.2% | -3.8% | -2.4% | -4.6% |
| 30D | -3.0% | -3.1% | +0.1% | -2.3% |
| 3M | +45.6% | -19.6% | +65.3% | +57.9% |
| 6M | +53.5% | -23.5% | +77.0% | +68.3% |
| YTD | +49.6% | -51.5% | +101.1% | +95.8% |
| 1Y | +38.9% | -39.7% | +78.6% | +59.7% |
| 3Y | +589.7% | -66.3% | +656.0% | +876.4% |
| 5Y | +318.7% | -63.1% | +381.8% | +444.1% |
| All | +372.3% | +51.6% | +320.6% | +301.0% |
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