+16.6%
EIX vs STT
+53.6%
-37.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +3.1% |
| 7D | +4.5% | -0.1% | +4.6% | +4.5% |
| 30D | +15.2% | -1.7% | +16.9% | +15.2% |
| 3M | -11.6% | -6.4% | -5.2% | -11.4% |
| 6M | -8.4% | +17.7% | -26.0% | -8.5% |
| YTD | +8.2% | +36.9% | -28.7% | +5.6% |
| 1Y | +16.6% | +52.0% | -35.4% | +10.1% |
| All | +16.6% | +53.6% | -37.0% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling