+155.9%
SO vs EAT
+373.3%
-217.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.2% |
| 7D | +1.0% | -4.9% | +5.9% | +1.3% |
| 30D | -3.2% | -1.2% | -2.0% | -3.2% |
| 3M | -1.7% | +52.2% | -53.9% | -4.2% |
| 6M | -7.2% | +65.0% | -72.2% | -10.2% |
| YTD | +4.6% | +55.0% | -50.5% | +1.4% |
| 1Y | +1.2% | +42.1% | -40.9% | -1.5% |
| 3Y | +45.3% | +614.7% | -569.4% | +24.9% |
| 5Y | +58.7% | +322.7% | -264.0% | +39.0% |
| 10Y | +155.9% | +382.0% | -226.2% | +123.3% |
| All | +155.9% | +373.3% | -217.4% | +123.3% |
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