+226.0%
EIX vs STLA
+263.8%
-37.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.7% |
| 7D | -19.1% | +2.6% | -21.7% | -19.4% |
| 30D | -16.9% | -1.2% | -15.7% | -17.0% |
| 3M | -20.0% | -24.8% | +4.8% | -17.7% |
| 6M | -21.3% | -25.6% | +4.3% | -19.1% |
| YTD | -1.7% | -48.9% | +47.2% | +5.0% |
| 1Y | +9.6% | -38.8% | +48.3% | +13.9% |
| 3Y | -3.7% | -64.5% | +60.9% | +5.0% |
| 5Y | +22.6% | -62.4% | +85.0% | +30.8% |
| 10Y | +17.7% | +55.4% | -37.7% | +9.2% |
| All | +226.0% | +263.8% | -37.8% | +187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling