+21.0%
STM vs EAT
+350.4%
-329.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +5.8% | 0.0% | +5.8% | +5.7% |
| 30D | -1.0% | +1.9% | -2.9% | -2.0% |
| 3M | -33.3% | +68.7% | -101.9% | -43.2% |
| 6M | +57.4% | +66.9% | -9.5% | +32.9% |
| YTD | +102.2% | +60.4% | +41.8% | +72.0% |
| 1Y | +99.6% | +44.0% | +55.6% | +73.9% |
| 3Y | +14.5% | +604.7% | -590.2% | -45.9% |
| All | +21.0% | +350.4% | -329.5% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling