+27.8%
EOG vs STLD
+80.8%
-53.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -2.0% | +2.7% | -4.7% | -2.2% |
| 30D | +7.9% | -8.4% | +16.3% | +8.5% |
| 3M | +4.5% | -9.9% | +14.3% | +5.1% |
| 6M | +12.3% | +33.0% | -20.7% | +8.8% |
| YTD | +41.9% | +42.6% | -0.7% | +34.6% |
| 1Y | +27.8% | +80.8% | -52.9% | +13.4% |
| All | +27.8% | +80.8% | -53.0% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling