-4.6%
STM vs EAT
+363.9%
-368.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +12.0% | -4.0% | +16.0% | +13.2% |
| 30D | -0.4% | -2.9% | +2.5% | 0.0% |
| 3M | -13.2% | -16.9% | +3.7% | -9.4% |
| 6M | -26.1% | +57.0% | -83.0% | -36.8% |
| YTD | +81.2% | +38.2% | +43.0% | +58.6% |
| 1Y | +98.3% | +69.3% | +29.0% | +61.8% |
| 3Y | +16.7% | +483.0% | -466.3% | -43.8% |
| All | -4.6% | +363.9% | -368.5% | -56.2% |
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