+21.0%
EIX vs STLD
+268.5%
-247.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.6% | +6.6% | -0.2% |
| 7D | +2.5% | -12.5% | +15.0% | +3.9% |
| 30D | +14.1% | -6.8% | +20.9% | +14.8% |
| 3M | -9.4% | -16.4% | +6.9% | -7.9% |
| 6M | -9.1% | -6.1% | -3.0% | -9.0% |
| YTD | +7.1% | +32.0% | -24.8% | +2.5% |
| 1Y | +13.3% | +45.5% | -32.3% | +7.0% |
| 3Y | +10.9% | +106.5% | -95.6% | -1.4% |
| 5Y | +21.0% | +267.2% | -246.2% | -1.5% |
| All | +21.0% | +268.5% | -247.5% | -1.5% |
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