+4,789.7%
SITM vs EAT
+383.4%
+4,406.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.6% | +5.9% |
| 7D | +3.9% | -7.7% | +11.6% | +6.4% |
| 30D | -6.6% | -13.6% | +7.0% | -2.4% |
| 3M | -11.9% | +33.9% | -45.7% | -20.6% |
| 6M | +81.1% | +47.2% | +33.9% | +57.3% |
| YTD | +80.0% | +48.1% | +31.9% | +55.2% |
| 1Y | +145.8% | +33.7% | +112.2% | +115.7% |
| 3Y | +475.9% | +595.8% | -119.9% | +191.6% |
| 5Y | +189.2% | +314.4% | -125.2% | +63.8% |
| All | +4,789.7% | +383.4% | +4,406.3% | +3,126.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling