+8,153.7%
STLD vs EAT
+4,166.8%
+3,986.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | +3.1% | 0.0% | +3.1% | +3.1% |
| 30D | -9.0% | +1.9% | -10.9% | -9.8% |
| 3M | -12.4% | +68.7% | -81.0% | -26.7% |
| 6M | +25.5% | +66.9% | -41.4% | +3.6% |
| YTD | +43.6% | +60.4% | -16.8% | +19.8% |
| 1Y | +87.2% | +44.0% | +43.2% | +59.7% |
| 3Y | +135.2% | +604.7% | -469.5% | +10.8% |
| 5Y | +290.9% | +347.0% | -56.2% | +98.5% |
| 10Y | +1,113.5% | +390.8% | +722.7% | +376.6% |
| All | +8,153.7% | +4,166.8% | +3,986.9% | +1,368.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling