+732.1%
STLD vs EOSE
-61.3%
+793.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.9% | -12.5% | -2.1% |
| 7D | +3.1% | +19.0% | -15.9% | +2.2% |
| 30D | -9.0% | +1.6% | -10.6% | -9.2% |
| 3M | -12.4% | -52.0% | +39.6% | -9.9% |
| 6M | +25.5% | -42.5% | +68.0% | +27.1% |
| YTD | +43.6% | -66.1% | +109.8% | +47.5% |
| 1Y | +87.2% | -47.1% | +134.3% | +86.9% |
| 3Y | +135.2% | +0.8% | +134.5% | +115.6% |
| 5Y | +290.9% | -71.7% | +362.5% | +237.7% |
| All | +732.1% | -61.3% | +793.4% | +735.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling