+168.4%
SITM vs EAT
+309.3%
-141.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.1% |
| 7D | +3.7% | -6.8% | +10.5% | +7.0% |
| 30D | -14.5% | -5.4% | -9.1% | -12.8% |
| 3M | -10.6% | +42.8% | -53.3% | -25.8% |
| 6M | +65.5% | +56.5% | +9.0% | +29.3% |
| YTD | +67.0% | +50.0% | +17.0% | +31.8% |
| 1Y | +138.6% | +38.3% | +100.3% | +91.9% |
| 3Y | +421.8% | +591.6% | -169.8% | +49.0% |
| All | +168.4% | +309.3% | -141.0% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling