+34.3%
EIX vs STLD
+802.0%
-767.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | -2.5% | -0.5% | -2.1% | -2.5% |
| 30D | +7.7% | -0.1% | +7.8% | +7.6% |
| 3M | -12.9% | -9.2% | -3.7% | -11.9% |
| 6M | -12.7% | +1.8% | -14.4% | -13.6% |
| YTD | +5.5% | +42.1% | -36.7% | -2.0% |
| 1Y | +9.4% | +58.5% | -49.2% | -0.3% |
| 3Y | +9.7% | +128.2% | -118.5% | -8.4% |
| 5Y | +16.9% | +288.2% | -271.3% | -14.9% |
| 10Y | +34.3% | +799.8% | -765.5% | -24.4% |
| All | +34.3% | +802.0% | -767.8% | -24.4% |
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