+7.8%
EIX vs STZ
+12.7%
-4.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +8.1% | +14.7% | -6.6% | +6.6% |
| 3M | -12.1% | +8.8% | -20.9% | -13.0% |
| 6M | -13.4% | +3.1% | -16.5% | -14.0% |
| YTD | +5.6% | +7.9% | -2.3% | +2.8% |
| 1Y | +7.8% | +14.2% | -6.3% | +0.6% |
| All | +7.8% | +12.7% | -4.8% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling