+118.6%
EOG vs STLD
+868.9%
-750.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.4% |
| 7D | -11.1% | -11.1% | 0.0% | -6.6% |
| 30D | +2.7% | -4.8% | +7.5% | +4.6% |
| 3M | +8.8% | -14.6% | +23.3% | +15.3% |
| 6M | +10.8% | -7.4% | +18.2% | +12.1% |
| YTD | +44.6% | +32.6% | +12.0% | +22.3% |
| 1Y | +44.6% | +47.3% | -2.7% | +16.2% |
| 3Y | +29.5% | +107.5% | -78.0% | -15.8% |
| 5Y | +96.3% | +268.8% | -172.5% | -13.9% |
| All | +118.6% | +868.9% | -750.3% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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