+715.0%
STLD vs EOSE
-60.2%
+775.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.3% |
| 7D | -3.6% | +14.0% | -17.6% | -4.3% |
| 30D | -10.1% | -5.9% | -4.2% | -10.0% |
| 3M | -11.4% | -34.3% | +22.8% | -10.3% |
| 6M | +30.8% | -37.8% | +68.6% | +32.0% |
| YTD | +40.7% | -65.2% | +105.8% | +44.2% |
| 1Y | +80.8% | -41.9% | +122.7% | +79.6% |
| 3Y | +140.2% | +44.6% | +95.6% | +115.6% |
| 5Y | +288.5% | -69.2% | +357.7% | +234.7% |
| All | +715.0% | -60.2% | +775.2% | +717.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling