+12.8%
EIX vs STZ
-34.9%
+47.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +1.4% | +2.6% | -1.2% | +0.7% |
| 30D | +8.5% | +15.2% | -6.6% | +4.4% |
| 3M | -13.5% | +7.6% | -21.1% | -15.4% |
| 6M | -12.4% | +5.3% | -17.6% | -14.0% |
| YTD | +5.9% | +8.6% | -2.7% | +1.2% |
| 1Y | +7.6% | +15.6% | -8.0% | +0.1% |
| 3Y | +12.8% | -35.2% | +47.9% | +26.1% |
| All | +12.8% | -34.9% | +47.7% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling