+7,325.6%
STT vs EAT
+11,644.8%
-4,319.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +0.5% | 0.0% | +0.5% | +0.4% |
| 30D | +3.9% | +1.9% | +2.0% | +2.9% |
| 3M | +20.0% | +68.7% | -48.7% | +1.3% |
| 6M | +55.3% | +66.9% | -11.6% | +29.7% |
| YTD | +53.3% | +60.4% | -7.1% | +29.2% |
| 1Y | +74.7% | +44.0% | +30.7% | +50.5% |
| 3Y | +205.8% | +604.7% | -398.9% | +50.7% |
| 5Y | +145.0% | +347.0% | -202.0% | +30.9% |
| 10Y | +266.0% | +390.8% | -124.8% | +53.1% |
| All | +7,325.6% | +11,644.8% | -4,319.1% | +794.6% |
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