+194.0%
STT vs EAT
+320.8%
-126.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +4.8% | -4.0% | +8.8% | +5.7% |
| 30D | +3.9% | -2.9% | +6.8% | +4.3% |
| 3M | -8.2% | -16.9% | +8.7% | -4.6% |
| 6M | +15.6% | +57.0% | -41.3% | +1.8% |
| YTD | +37.6% | +38.2% | -0.6% | +23.7% |
| 1Y | +50.1% | +69.3% | -19.2% | +27.6% |
| 3Y | +183.1% | +483.0% | -299.9% | +66.0% |
| 5Y | +104.8% | +364.1% | -259.3% | +21.3% |
| All | +194.0% | +320.8% | -126.8% | +65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling