+35.4%
EIX vs STLD
+790.2%
-754.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -1.5% | +6.9% | -8.3% | -2.5% |
| 30D | +8.1% | -1.5% | +9.6% | +8.2% |
| 3M | -12.1% | -9.7% | -2.4% | -11.0% |
| 6M | -13.4% | +2.3% | -15.8% | -14.5% |
| YTD | +5.6% | +41.0% | -35.4% | -1.8% |
| 1Y | +7.8% | +51.8% | -44.0% | -1.0% |
| 3Y | +9.8% | +126.4% | -116.6% | -8.2% |
| 5Y | +18.8% | +285.7% | -266.9% | -13.5% |
| All | +35.4% | +790.2% | -754.8% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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