+690.6%
STLD vs EOSE
-81.0%
+771.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.5% | -8.8% | -3.5% |
| 7D | +2.9% | +9.8% | -6.8% | +2.4% |
| 30D | -5.6% | -2.1% | -3.5% | -5.8% |
| 3M | -11.7% | -54.1% | +42.4% | -9.1% |
| 6M | -2.8% | -76.9% | +74.2% | +2.7% |
| YTD | +36.4% | -83.3% | +119.8% | +44.0% |
| 1Y | +50.0% | -87.4% | +137.4% | +59.9% |
| 3Y | +122.3% | +61.9% | +60.4% | +95.9% |
| 5Y | +273.2% | -82.1% | +355.3% | +229.6% |
| All | +690.6% | -81.0% | +771.5% | +716.2% |
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