-48.8%
SE vs EAT
+109.8%
-158.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.3% | -1.8% | +3.6% |
| 7D | +6.7% | -0.1% | +6.8% | +6.6% |
| 30D | -17.2% | +13.5% | -30.7% | -18.5% |
| 3M | -28.0% | +1.0% | -29.0% | -28.6% |
| 6M | -6.1% | +57.3% | -63.4% | -10.9% |
| YTD | -37.1% | +53.6% | -90.7% | -41.5% |
| 1Y | -48.8% | +110.8% | -159.6% | -58.0% |
| All | -48.8% | +109.8% | -158.6% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling