+7,970.4%
STLD vs EAT
+3,516.8%
+4,453.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.1% | +7.9% | +5.1% |
| 7D | -4.7% | -5.9% | +1.3% | -3.0% |
| 30D | -0.9% | +0.7% | -1.6% | -1.8% |
| 3M | -11.9% | -14.2% | +2.4% | -8.7% |
| 6M | +0.9% | +40.7% | -39.8% | -11.9% |
| YTD | +40.4% | +36.0% | +4.5% | +22.2% |
| 1Y | +56.6% | +83.1% | -26.5% | +22.9% |
| 3Y | +125.5% | +474.8% | -349.3% | +12.7% |
| 5Y | +292.8% | +347.6% | -54.8% | +97.8% |
| 10Y | +787.1% | +321.5% | +465.6% | +262.0% |
| All | +7,970.4% | +3,516.8% | +4,453.6% | +1,398.3% |
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