+1,080.4%
STLD vs EAT
+373.3%
+707.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.6% | +0.2% |
| 7D | +2.7% | -4.9% | +7.6% | +4.1% |
| 30D | -8.4% | -1.2% | -7.2% | -8.4% |
| 3M | -9.9% | +52.2% | -62.1% | -20.5% |
| 6M | +33.0% | +65.0% | -32.0% | +13.1% |
| YTD | +42.6% | +55.0% | -12.4% | +23.1% |
| 1Y | +80.8% | +42.1% | +38.7% | +58.4% |
| 3Y | +143.4% | +614.7% | -471.3% | +24.6% |
| 5Y | +293.4% | +322.7% | -29.3% | +121.6% |
| 10Y | +1,080.4% | +382.0% | +698.4% | +440.2% |
| All | +1,080.4% | +373.3% | +707.1% | +440.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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