+17.9%
EIX vs STLD
+255.4%
-237.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -2.9% | -2.5% |
| 7D | +1.0% | -11.1% | +12.1% | +2.1% |
| 30D | +9.1% | -4.8% | +13.9% | +9.6% |
| 3M | -10.2% | -14.6% | +4.3% | -9.0% |
| 6M | -11.2% | -7.4% | -3.8% | -11.0% |
| YTD | +4.5% | +32.6% | -28.1% | 0.0% |
| 1Y | +10.9% | +47.3% | -36.5% | +4.6% |
| 3Y | +8.4% | +107.5% | -99.1% | -3.7% |
| All | +17.9% | +255.4% | -237.5% | -4.7% |
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