+588.0%
STX vs EAT
+486.0%
+102.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.6% |
| 7D | -28.5% | -2.6% | -25.8% | -28.1% |
| 30D | -42.9% | +11.5% | -54.4% | -44.2% |
| 3M | -45.9% | -9.1% | -36.8% | -45.2% |
| 6M | -41.3% | +40.4% | -81.7% | -46.3% |
| YTD | +67.9% | +43.9% | +24.0% | +52.7% |
| 1Y | +66.5% | +101.9% | -35.4% | +44.1% |
| 3Y | +588.0% | +489.9% | +98.1% | +356.9% |
| All | +588.0% | +486.0% | +102.0% | +356.9% |
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 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