+745.0%
EIX vs STLD
+7,971.8%
-7,226.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.6% | +6.6% | +0.1% |
| 7D | +2.5% | -12.5% | +15.0% | +4.4% |
| 30D | +14.1% | -6.8% | +20.9% | +15.1% |
| 3M | -9.4% | -16.4% | +6.9% | -7.5% |
| 6M | -9.1% | -6.1% | -3.0% | -8.9% |
| YTD | +7.1% | +32.0% | -24.8% | +1.9% |
| 1Y | +13.3% | +45.5% | -32.3% | +6.1% |
| 3Y | +10.9% | +106.5% | -95.6% | -2.8% |
| 5Y | +21.0% | +267.2% | -246.2% | -4.6% |
| 10Y | +33.6% | +878.9% | -845.3% | -12.7% |
| All | +745.0% | +7,971.8% | -7,226.8% | +289.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling