+115.6%
EOG vs STLD
+274.1%
-158.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +5.0% | +2.6% |
| 7D | +7.6% | +2.9% | +4.7% | +6.8% |
| 30D | +3.4% | -5.6% | +8.9% | +4.7% |
| 3M | +12.7% | -11.7% | +24.4% | +15.9% |
| 6M | +19.0% | -2.8% | +21.8% | +18.4% |
| YTD | +55.6% | +36.4% | +19.1% | +39.1% |
| 1Y | +49.5% | +50.0% | -0.5% | +29.9% |
| 3Y | +43.2% | +122.3% | -79.2% | +7.4% |
| All | +115.6% | +274.1% | -158.5% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling