+112.6%
EOG vs STLD
+1,087.1%
-974.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.2% |
| 7D | +1.3% | +3.1% | -1.9% | -0.2% |
| 30D | +8.2% | -9.0% | +17.2% | +12.1% |
| 3M | +3.8% | -12.4% | +16.2% | +8.6% |
| 6M | +15.3% | +25.5% | -10.2% | +1.3% |
| YTD | +41.7% | +43.6% | -1.9% | +16.4% |
| 1Y | +23.6% | +87.2% | -63.6% | -11.1% |
| 3Y | +23.3% | +135.2% | -112.0% | -24.3% |
| 5Y | +170.4% | +290.9% | -120.5% | +16.4% |
| All | +112.6% | +1,087.1% | -974.5% | -50.7% |
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