+4,608.4%
SITM vs EAT
+423.8%
+4,184.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +6.0% | +6.4% |
| 7D | +9.7% | 0.0% | +9.7% | +9.7% |
| 30D | +12.7% | +1.9% | +10.8% | +11.8% |
| 3M | -13.4% | +68.7% | -82.1% | -27.4% |
| 6M | +59.6% | +66.9% | -7.3% | +33.4% |
| YTD | +73.3% | +60.4% | +12.9% | +45.8% |
| 1Y | +165.5% | +44.0% | +121.6% | +127.9% |
| 3Y | +368.7% | +604.7% | -236.0% | +136.4% |
| 5Y | +172.5% | +347.0% | -174.5% | +50.8% |
| All | +4,608.4% | +423.8% | +4,184.6% | +2,932.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling