+288.2%
STLD vs EOSE
-81.8%
+370.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +14.4% | -13.2% | +0.5% |
| 7D | -0.5% | -7.0% | +6.5% | -0.2% |
| 30D | -0.1% | -16.7% | +16.7% | +0.4% |
| 3M | -9.2% | -53.1% | +43.9% | -6.4% |
| 6M | +1.8% | -76.8% | +78.5% | +7.9% |
| YTD | +42.1% | -82.6% | +124.8% | +50.2% |
| 1Y | +58.5% | -89.3% | +147.8% | +70.9% |
| 3Y | +128.2% | +55.5% | +72.7% | +98.9% |
| 5Y | +288.2% | -81.9% | +370.1% | +230.2% |
| All | +288.2% | -81.8% | +370.0% | +230.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling