+52.0%
STT vs EAT
+109.8%
-57.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.3% | -4.1% | +1.6% |
| 7D | -0.1% | -0.1% | +0.1% | -0.1% |
| 30D | -1.7% | +13.5% | -15.2% | -2.8% |
| 3M | -6.4% | +1.0% | -7.4% | -6.6% |
| 6M | +17.7% | +57.3% | -39.6% | +11.8% |
| YTD | +36.9% | +53.6% | -16.7% | +33.0% |
| 1Y | +52.0% | +110.8% | -58.8% | +49.0% |
| All | +52.0% | +109.8% | -57.8% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling