+17.4%
EIX vs STT
+268.7%
-251.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -19.1% | +0.5% | -19.6% | -19.2% |
| 30D | -16.9% | +3.9% | -20.8% | -17.8% |
| 3M | -20.0% | +20.0% | -40.0% | -24.1% |
| 6M | -21.3% | +55.3% | -76.6% | -30.8% |
| YTD | -1.7% | +53.3% | -55.0% | -13.6% |
| 1Y | +9.6% | +74.7% | -65.1% | -7.4% |
| 3Y | -3.7% | +205.8% | -209.5% | -31.0% |
| 5Y | +22.6% | +145.0% | -122.4% | -9.9% |
| All | +17.4% | +268.7% | -251.2% | -27.3% |
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