+51.8%
STLD vs EOSE
-90.5%
+142.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.0% | +8.3% | -0.3% |
| 7D | +6.9% | -3.7% | +10.6% | +6.9% |
| 30D | -1.5% | -22.0% | +20.5% | -0.5% |
| 3M | -9.7% | -57.3% | +47.6% | -6.1% |
| 6M | +2.3% | -77.7% | +80.0% | +9.5% |
| YTD | +41.0% | -84.2% | +125.2% | +47.0% |
| 1Y | +51.8% | -89.5% | +141.3% | +60.6% |
| All | +51.8% | -90.5% | +142.3% | +60.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling