+32.2%
EIX vs STT
+211.9%
-179.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.4% |
| 7D | +0.7% | +0.9% | -0.2% | +0.4% |
| 30D | +8.8% | -2.3% | +11.1% | +9.4% |
| 3M | -10.9% | -7.0% | -3.9% | -9.3% |
| 6M | -10.3% | +15.5% | -25.8% | -14.3% |
| YTD | +5.8% | +35.6% | -29.8% | -3.9% |
| 1Y | +11.4% | +47.9% | -36.5% | -1.5% |
| 3Y | +11.1% | +181.1% | -170.0% | -18.9% |
| 5Y | +18.5% | +108.2% | -89.7% | -9.0% |
| 10Y | +32.2% | +201.0% | -168.8% | -12.7% |
| All | +32.2% | +211.9% | -179.6% | -12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling