+3,676.0%
STX vs EAT
+373.3%
+3,302.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.4% | +9.8% | +7.1% |
| 7D | +10.7% | -4.9% | +15.7% | +11.7% |
| 30D | +11.3% | -1.2% | +12.5% | +11.3% |
| 3M | +3.2% | +52.2% | -49.0% | -5.0% |
| 6M | +157.0% | +65.0% | +91.9% | +132.8% |
| YTD | +229.2% | +55.0% | +174.2% | +201.6% |
| 1Y | +381.8% | +42.1% | +339.8% | +345.2% |
| 3Y | +1,383.2% | +614.7% | +768.5% | +912.9% |
| 5Y | +1,144.9% | +322.7% | +822.1% | +791.7% |
| 10Y | +3,676.0% | +382.0% | +3,294.0% | +2,251.9% |
| All | +3,676.0% | +373.3% | +3,302.7% | +2,251.9% |
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