+32.2%
EIX vs STLA
+21.0%
+11.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.7% | -6.4% | +7.1% | +1.7% |
| 30D | +8.8% | -1.3% | +10.1% | +8.8% |
| 3M | -10.9% | -19.9% | +9.0% | -8.3% |
| 6M | -10.3% | -42.9% | +32.6% | -2.7% |
| YTD | +5.8% | -59.4% | +65.2% | +20.5% |
| 1Y | +11.4% | -56.8% | +68.2% | +25.0% |
| 3Y | +11.1% | -73.1% | +84.1% | +31.6% |
| 5Y | +18.5% | -70.1% | +88.6% | +34.2% |
| 10Y | +32.2% | +19.8% | +12.5% | +22.8% |
| All | +32.2% | +21.0% | +11.2% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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