+6,268.1%
SO vs EAT
+10,438.3%
-4,170.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.9% |
| 7D | -1.5% | -2.6% | +1.2% | -1.3% |
| 30D | +8.1% | +11.5% | -3.4% | +7.3% |
| 3M | +0.2% | -9.1% | +9.3% | +0.6% |
| 6M | +0.4% | +40.4% | -40.0% | -2.1% |
| YTD | +8.5% | +43.9% | -35.4% | +5.2% |
| 1Y | +4.9% | +101.9% | -97.0% | -0.5% |
| 3Y | +47.9% | +489.9% | -442.0% | +28.5% |
| 5Y | +75.7% | +362.6% | -287.0% | +52.4% |
| 10Y | +178.0% | +385.7% | -207.7% | +128.2% |
| All | +6,268.1% | +10,438.3% | -4,170.2% | +4,049.2% |
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