-7.4%
STLD vs EAT
+39.5%
-46.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.3% | +0.6% |
| 7D | -11.1% | -2.6% | -8.5% | -10.9% |
| 30D | -4.8% | +11.5% | -16.3% | -5.1% |
| 3M | -14.6% | -9.1% | -5.4% | -14.1% |
| 6M | -7.4% | +40.4% | -47.8% | -7.6% |
| All | -7.4% | +39.5% | -46.9% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling