+277.1%
STLD vs EAT
+363.9%
-86.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +2.9% | -4.0% | +6.9% | +3.7% |
| 30D | -5.6% | -2.9% | -2.7% | -5.3% |
| 3M | -11.7% | -16.9% | +5.2% | -9.1% |
| 6M | -2.8% | +57.0% | -59.7% | -12.3% |
| YTD | +36.4% | +38.2% | -1.7% | +25.2% |
| 1Y | +50.0% | +69.3% | -19.3% | +31.6% |
| 3Y | +122.3% | +483.0% | -360.7% | +43.4% |
| All | +277.1% | +363.9% | -86.8% | +141.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling