+22.7%
EIX vs STLD
+292.4%
-269.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | -19.1% | +3.1% | -22.2% | -19.4% |
| 30D | -16.9% | -9.0% | -7.9% | -16.1% |
| 3M | -20.0% | -12.4% | -7.6% | -19.1% |
| 6M | -21.3% | +25.5% | -46.8% | -23.8% |
| YTD | -1.7% | +43.6% | -45.3% | -6.5% |
| 1Y | +9.6% | +87.2% | -77.6% | +0.8% |
| 3Y | -3.7% | +135.2% | -138.9% | -15.2% |
| All | +22.7% | +292.4% | -269.7% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling