+35.4%
EIX vs STZ
+12.6%
+22.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +8.1% | +14.7% | -6.6% | +2.5% |
| 3M | -12.1% | +8.8% | -20.9% | -15.3% |
| 6M | -13.4% | +3.1% | -16.5% | -15.2% |
| YTD | +5.6% | +7.9% | -2.3% | +0.3% |
| 1Y | +7.8% | +14.2% | -6.3% | -0.1% |
| 3Y | +9.8% | -35.2% | +45.0% | +26.2% |
| 5Y | +18.8% | -29.6% | +48.4% | +30.4% |
| All | +35.4% | +12.6% | +22.8% | +15.1% |
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