+2,016.3%
STM vs EAT
+3,783.1%
-1,766.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +2.7% |
| 7D | +1.4% | -8.9% | +10.4% | +4.0% |
| 30D | -8.4% | +3.4% | -11.8% | -9.6% |
| 3M | -15.8% | -9.3% | -6.5% | -14.6% |
| 6M | -22.8% | +43.8% | -66.6% | -31.5% |
| YTD | +79.4% | +39.9% | +39.5% | +59.1% |
| 1Y | +97.0% | +89.7% | +7.3% | +60.0% |
| 3Y | +14.2% | +491.3% | -477.1% | -35.0% |
| 5Y | -4.5% | +365.4% | -369.9% | -44.2% |
| 10Y | +463.1% | +325.9% | +137.2% | +177.4% |
| All | +2,016.3% | +3,783.1% | -1,766.8% | +446.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling