+657.6%
STM vs EAT
+373.3%
+284.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | +0.3% |
| 7D | +5.2% | -4.9% | +10.1% | +6.5% |
| 30D | -7.4% | -1.2% | -6.2% | -7.4% |
| 3M | -30.6% | +52.2% | -82.9% | -38.2% |
| 6M | +66.4% | +65.0% | +1.3% | +43.9% |
| YTD | +101.1% | +55.0% | +46.1% | +76.2% |
| 1Y | +97.4% | +42.1% | +55.3% | +75.4% |
| 3Y | +21.1% | +614.7% | -593.6% | -32.6% |
| 5Y | +22.5% | +322.7% | -300.3% | -25.6% |
| 10Y | +657.6% | +382.0% | +275.6% | +283.7% |
| All | +657.6% | +373.3% | +284.3% | +283.7% |
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