+6,466.5%
STT vs EAT
+10,283.2%
-3,816.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.7% | +3.7% |
| 7D | +0.9% | -3.9% | +4.9% | +2.1% |
| 30D | -2.3% | +5.0% | -7.3% | -4.2% |
| 3M | -7.0% | -9.6% | +2.6% | -5.2% |
| 6M | +15.5% | +46.8% | -31.3% | +0.5% |
| YTD | +35.6% | +41.8% | -6.2% | +17.7% |
| 1Y | +47.9% | +98.3% | -50.4% | +14.9% |
| 3Y | +181.1% | +503.1% | -322.0% | +44.7% |
| 5Y | +108.2% | +356.7% | -248.5% | +10.1% |
| 10Y | +201.0% | +349.8% | -148.8% | +28.2% |
| All | +6,466.5% | +10,283.2% | -3,816.6% | +714.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling