+120.5%
EOG vs STLD
+779.4%
-658.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | 0.0% |
| 7D | -6.0% | -9.7% | +3.7% | -1.8% |
| 30D | +0.9% | -4.5% | +5.4% | +2.7% |
| 3M | +10.9% | -13.1% | +24.0% | +16.8% |
| 6M | +15.8% | -2.8% | +18.5% | +14.6% |
| YTD | +45.8% | +35.3% | +10.5% | +22.1% |
| 1Y | +45.3% | +51.4% | -6.1% | +15.2% |
| 3Y | +36.2% | +117.9% | -81.8% | -13.8% |
| 5Y | +94.0% | +272.6% | -178.6% | -15.8% |
| 10Y | +120.5% | +782.2% | -661.7% | -43.9% |
| All | +120.5% | +779.4% | -658.9% | -43.9% |
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