+17.4%
EIX vs STZ
-9.2%
+26.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -19.1% | -1.9% | -17.2% | -18.5% |
| 30D | -16.9% | -1.9% | -15.0% | -16.4% |
| 3M | -20.0% | -6.2% | -13.8% | -18.3% |
| 6M | -21.3% | -14.0% | -7.3% | -17.3% |
| YTD | -1.7% | -5.1% | +3.4% | -1.5% |
| 1Y | +9.6% | -9.6% | +19.1% | +11.4% |
| 3Y | -3.7% | -47.2% | +43.6% | +20.4% |
| 5Y | +22.6% | -33.6% | +56.2% | +37.6% |
| All | +17.4% | -9.2% | +26.7% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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