+200.7%
STT vs EAT
+612.9%
-412.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.1% | -0.7% |
| 7D | +2.2% | -4.9% | +7.1% | +3.0% |
| 30D | +3.9% | -1.2% | +5.1% | +3.9% |
| 3M | +19.2% | +52.2% | -33.1% | +10.9% |
| 6M | +60.4% | +65.0% | -4.7% | +46.1% |
| YTD | +51.5% | +55.0% | -3.6% | +39.6% |
| 1Y | +76.3% | +42.1% | +34.2% | +64.4% |
| 3Y | +200.7% | +614.7% | -414.0% | +108.4% |
| All | +200.7% | +612.9% | -412.1% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling