+9.4%
EIX vs STLA
-61.0%
+70.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.1% | -0.4% |
| 7D | -2.5% | -11.6% | +9.1% | -2.4% |
| 30D | +7.7% | -6.2% | +13.9% | +7.8% |
| 3M | -12.9% | -24.6% | +11.7% | -12.9% |
| 6M | -12.7% | -44.9% | +32.2% | -11.7% |
| YTD | +5.5% | -62.3% | +67.7% | +7.9% |
| 1Y | +9.4% | -61.8% | +71.2% | +11.5% |
| All | +9.4% | -61.0% | +70.4% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling