+35.4%
EIX vs STLA
-3.1%
+38.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.1% | +6.2% | +1.1% |
| 7D | -1.5% | -13.1% | +11.6% | +0.7% |
| 30D | +8.1% | -13.3% | +21.4% | +10.4% |
| 3M | -12.1% | -27.9% | +15.7% | -8.1% |
| 6M | -13.4% | -47.8% | +34.4% | -4.7% |
| YTD | +5.6% | -64.6% | +70.1% | +23.0% |
| 1Y | +7.8% | -64.0% | +71.8% | +25.0% |
| 3Y | +9.8% | -76.8% | +86.7% | +33.6% |
| 5Y | +18.8% | -74.2% | +93.0% | +38.0% |
| All | +35.4% | -3.1% | +38.5% | +22.3% |
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