+81.1%
STLD vs EOSE
-42.0%
+123.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -0.9% | +1.8% | -2.7% | -1.1% |
| 30D | -8.9% | -6.8% | -2.0% | -8.9% |
| 3M | -14.0% | -36.3% | +22.3% | -12.7% |
| 6M | +30.8% | -38.8% | +69.6% | +32.1% |
| YTD | +42.3% | -65.5% | +107.8% | +44.1% |
| 1Y | +81.1% | -45.3% | +126.4% | +108.1% |
| All | +81.1% | -42.0% | +123.1% | +108.1% |
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 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