+8,004.3%
STLD vs EAT
+3,562.4%
+4,441.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | +6.9% | -7.1% | +13.9% | +9.2% |
| 30D | -1.5% | -2.3% | +0.9% | -1.3% |
| 3M | -9.7% | -19.6% | +9.9% | -4.3% |
| 6M | +2.3% | +46.0% | -43.7% | -11.7% |
| YTD | +41.0% | +37.7% | +3.3% | +22.2% |
| 1Y | +51.8% | +73.8% | -22.0% | +21.3% |
| 3Y | +126.4% | +482.1% | -355.6% | +12.7% |
| 5Y | +285.7% | +362.5% | -76.8% | +92.1% |
| 10Y | +792.7% | +319.3% | +473.5% | +265.2% |
| All | +8,004.3% | +3,562.4% | +4,441.9% | +1,398.5% |
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