+97.4%
STM vs EIX
+15.0%
+82.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -0.6% |
| 7D | +5.2% | +0.9% | +4.3% | +5.2% |
| 30D | -7.4% | -13.5% | +6.2% | -7.1% |
| 3M | -30.6% | -15.3% | -15.4% | -30.3% |
| 6M | +66.4% | -15.3% | +81.7% | +65.7% |
| YTD | +101.1% | +2.7% | +98.4% | +90.8% |
| 1Y | +97.4% | +17.4% | +79.9% | +86.3% |
| All | +97.4% | +15.0% | +82.4% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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