+4.9%
STM vs EAT
+486.0%
-481.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.9% | +7.3% | +5.0% |
| 7D | -10.7% | -2.6% | -8.1% | -10.3% |
| 30D | -25.7% | +11.5% | -37.2% | -27.5% |
| 3M | -21.6% | -9.1% | -12.5% | -20.7% |
| 6M | -27.8% | +40.4% | -68.2% | -33.9% |
| YTD | +61.8% | +43.9% | +17.8% | +46.0% |
| 1Y | +78.1% | +101.9% | -23.8% | +47.9% |
| 3Y | +4.9% | +489.9% | -485.0% | -38.7% |
| All | +4.9% | +486.0% | -481.1% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling