+8.4%
EIX vs STLA
-74.0%
+82.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +1.0% | -4.5% | +5.5% | +1.5% |
| 30D | +9.1% | -3.9% | +13.0% | +9.4% |
| 3M | -10.2% | -20.2% | +9.9% | -8.4% |
| 6M | -11.2% | -42.2% | +30.9% | -5.9% |
| YTD | +4.5% | -59.3% | +63.8% | +15.6% |
| 1Y | +10.9% | -56.1% | +66.9% | +20.8% |
| 3Y | +8.4% | -73.7% | +82.1% | +20.6% |
| All | +8.4% | -74.0% | +82.5% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling