+12.4%
EIX vs STT
+183.0%
-170.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -1.5% | +5.1% | -6.6% | -2.9% |
| 30D | +8.1% | -0.2% | +8.4% | +8.1% |
| 3M | -12.1% | -8.1% | -4.0% | -10.1% |
| 6M | -13.4% | +16.6% | -30.1% | -18.1% |
| YTD | +5.6% | +37.8% | -32.3% | -6.5% |
| 1Y | +7.8% | +46.8% | -39.0% | -7.0% |
| All | +12.4% | +183.0% | -170.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling