+489.9%
EAT vs STLA
-74.0%
+563.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | -2.6% | -4.5% | +1.9% | -1.8% |
| 30D | +11.5% | -3.9% | +15.4% | +12.1% |
| 3M | -9.1% | -20.2% | +11.1% | -6.1% |
| 6M | +40.4% | -42.2% | +82.6% | +53.1% |
| YTD | +43.9% | -59.3% | +103.3% | +66.0% |
| 1Y | +101.9% | -56.1% | +158.0% | +127.4% |
| 3Y | +489.9% | -73.7% | +563.5% | +515.7% |
| All | +489.9% | -74.0% | +563.9% | +515.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling