+1,967.8%
STX vs EAT
+328.6%
+1,639.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.2% |
| 7D | -17.3% | -5.9% | -11.4% | -16.4% |
| 30D | -35.9% | +0.7% | -36.6% | -36.1% |
| 3M | -37.3% | -14.2% | -23.1% | -36.0% |
| 6M | -35.8% | +40.7% | -76.5% | -40.4% |
| YTD | +82.7% | +36.0% | +46.8% | +70.7% |
| 1Y | +71.6% | +83.1% | -11.4% | +52.3% |
| 3Y | +635.3% | +474.8% | +160.5% | +420.7% |
| 5Y | +483.8% | +347.6% | +136.2% | +316.4% |
| 10Y | +1,967.8% | +321.5% | +1,646.2% | +1,098.6% |
| All | +1,967.8% | +328.6% | +1,639.2% | +1,098.6% |
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 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