+34.3%
EIX vs STT
+203.9%
-169.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | -2.5% | +0.4% | -3.0% | -2.7% |
| 30D | +7.7% | -0.4% | +8.1% | +7.7% |
| 3M | -12.9% | -6.5% | -6.4% | -11.4% |
| 6M | -12.7% | +17.2% | -29.9% | -16.9% |
| YTD | +5.5% | +38.2% | -32.8% | -4.8% |
| 1Y | +9.4% | +49.3% | -39.9% | -3.5% |
| 3Y | +9.7% | +181.9% | -172.2% | -20.0% |
| 5Y | +16.9% | +106.9% | -90.0% | -10.1% |
| 10Y | +34.3% | +203.1% | -168.9% | -12.8% |
| All | +34.3% | +203.9% | -169.7% | -12.8% |
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