+197.6%
STT vs EAT
+328.6%
-131.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.6% | +1.4% |
| 7D | +1.1% | -5.9% | +7.0% | +2.6% |
| 30D | -1.9% | +0.7% | -2.6% | -2.4% |
| 3M | -7.6% | -14.2% | +6.7% | -4.9% |
| 6M | +16.0% | +40.7% | -24.7% | +4.8% |
| YTD | +36.2% | +36.0% | +0.2% | +22.9% |
| 1Y | +46.8% | +83.1% | -36.3% | +22.2% |
| 3Y | +177.8% | +474.8% | -297.0% | +63.4% |
| 5Y | +105.8% | +347.6% | -241.8% | +23.0% |
| 10Y | +197.6% | +321.5% | -124.0% | +66.4% |
| All | +197.6% | +328.6% | -131.0% | +66.4% |
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