+194.9%
SO vs EAT
+328.6%
-133.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.3% |
| 7D | -0.1% | -5.9% | +5.8% | +0.2% |
| 30D | +8.7% | +0.7% | +8.0% | +8.5% |
| 3M | +3.4% | -14.2% | +17.6% | +4.0% |
| 6M | +3.7% | +40.7% | -37.0% | +1.3% |
| YTD | +10.0% | +36.0% | -25.9% | +7.4% |
| 1Y | +6.6% | +83.1% | -76.5% | +2.0% |
| 3Y | +52.5% | +474.8% | -422.3% | +32.7% |
| 5Y | +76.1% | +347.6% | -271.5% | +53.1% |
| 10Y | +194.9% | +321.5% | -126.6% | +153.9% |
| All | +194.9% | +328.6% | -133.7% | +153.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling