+3,115.1%
EOG vs STLD
+8,684.3%
-5,569.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +1.3% | +3.1% | -1.9% | +0.2% |
| 30D | +8.2% | -9.0% | +17.2% | +11.2% |
| 3M | +3.8% | -12.4% | +16.2% | +7.6% |
| 6M | +15.3% | +25.5% | -10.2% | +4.6% |
| YTD | +41.7% | +43.6% | -1.9% | +22.3% |
| 1Y | +23.6% | +87.2% | -63.6% | -3.2% |
| 3Y | +23.3% | +135.2% | -112.0% | -13.3% |
| 5Y | +170.4% | +290.9% | -120.5% | +52.7% |
| 10Y | +125.5% | +1,113.5% | -987.9% | -14.9% |
| All | +3,115.1% | +8,684.3% | -5,569.2% | +616.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling