+266.3%
STT vs EAT
+385.7%
-119.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.1% | -0.4% |
| 7D | +2.2% | -4.9% | +7.1% | +3.4% |
| 30D | +3.9% | -1.2% | +5.1% | +3.9% |
| 3M | +19.2% | +52.2% | -33.1% | +6.7% |
| 6M | +60.4% | +65.0% | -4.7% | +39.1% |
| YTD | +51.5% | +55.0% | -3.6% | +33.2% |
| 1Y | +76.3% | +42.1% | +34.2% | +57.1% |
| 3Y | +200.7% | +614.7% | -414.0% | +67.9% |
| 5Y | +157.5% | +322.7% | -165.3% | +56.5% |
| All | +266.3% | +385.7% | -119.4% | +97.0% |
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 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