+96.5%
STM vs EAT
+109.8%
-13.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.3% | -12.3% | -6.6% |
| 7D | -6.0% | -0.1% | -5.9% | -5.9% |
| 30D | -20.9% | +13.5% | -34.5% | -22.1% |
| 3M | -15.8% | +1.0% | -16.8% | -16.1% |
| 6M | -17.0% | +57.3% | -74.3% | -23.4% |
| YTD | +76.8% | +53.6% | +23.2% | +63.2% |
| 1Y | +96.5% | +110.8% | -14.3% | +86.4% |
| All | +96.5% | +109.8% | -13.4% | +86.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling