+422.5%
STM vs EAT
+375.0%
+47.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.5% | +8.2% | +7.1% |
| 7D | -5.6% | -3.9% | -1.7% | -4.8% |
| 30D | -14.4% | +5.0% | -19.4% | -15.9% |
| 3M | -20.5% | -9.6% | -10.8% | -19.3% |
| 6M | -24.5% | +46.8% | -71.3% | -32.9% |
| YTD | +72.7% | +41.8% | +30.9% | +53.6% |
| 1Y | +91.0% | +98.3% | -7.3% | +54.9% |
| 3Y | +13.5% | +503.1% | -489.5% | -34.3% |
| 5Y | -9.2% | +356.7% | -365.8% | -45.9% |
| 10Y | +422.5% | +349.8% | +72.7% | +156.1% |
| All | +422.5% | +375.0% | +47.5% | +156.1% |
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