+30.5%
EIX vs STZ
+9.8%
+20.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.8% |
| 7D | +1.0% | +4.9% | -3.9% | -0.8% |
| 30D | +9.1% | +20.9% | -11.8% | +1.4% |
| 3M | -10.2% | +8.0% | -18.2% | -13.3% |
| 6M | -11.2% | -5.3% | -6.0% | -10.2% |
| YTD | +4.5% | +5.9% | -1.4% | 0.0% |
| 1Y | +10.9% | +14.2% | -3.3% | +2.5% |
| 3Y | +8.4% | -37.0% | +45.4% | +25.9% |
| 5Y | +18.0% | -29.7% | +47.7% | +29.4% |
| All | +30.5% | +9.8% | +20.7% | +13.5% |
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