+28.0%
EIX vs STT
+204.5%
-176.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +1.0% | -2.5% | +3.5% | +1.7% |
| 30D | +9.1% | -5.0% | +14.1% | +10.6% |
| 3M | -10.2% | -10.5% | +0.2% | -7.6% |
| 6M | -11.2% | +10.0% | -21.3% | -14.0% |
| YTD | +4.5% | +30.7% | -26.2% | -4.1% |
| 1Y | +10.9% | +43.8% | -32.9% | -1.1% |
| 3Y | +8.4% | +168.1% | -159.7% | -19.6% |
| 5Y | +18.0% | +101.4% | -83.4% | -8.4% |
| All | +28.0% | +204.5% | -176.5% | -11.0% |
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