+322.7%
EAT vs STLA
-62.5%
+385.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.4% |
| 7D | -4.9% | +0.7% | -5.7% | -5.2% |
| 30D | -1.2% | -2.4% | +1.2% | -0.8% |
| 3M | +52.2% | -23.9% | +76.1% | +65.1% |
| 6M | +65.0% | -24.6% | +89.7% | +78.3% |
| YTD | +55.0% | -50.5% | +105.5% | +90.7% |
| 1Y | +42.1% | -39.8% | +81.9% | +58.2% |
| 3Y | +614.7% | -65.6% | +680.3% | +838.6% |
| 5Y | +322.7% | -62.1% | +384.8% | +370.5% |
| All | +322.7% | -62.5% | +385.3% | +370.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling