+107.5%
STLD vs EAT
+486.0%
-378.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.3% | +0.9% |
| 7D | -11.1% | -2.6% | -8.5% | -10.8% |
| 30D | -4.8% | +11.5% | -16.3% | -6.5% |
| 3M | -14.6% | -9.1% | -5.4% | -13.7% |
| 6M | -7.4% | +40.4% | -47.8% | -13.3% |
| YTD | +32.6% | +43.9% | -11.4% | +22.8% |
| 1Y | +47.3% | +101.9% | -54.6% | +28.0% |
| 3Y | +107.5% | +489.9% | -382.3% | +59.1% |
| All | +107.5% | +486.0% | -378.5% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling