+15.7%
STM vs EIX
-3.3%
+19.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.7% |
| 7D | +5.8% | -19.1% | +24.9% | +10.0% |
| 30D | -1.0% | -16.9% | +15.9% | +1.8% |
| 3M | -33.3% | -20.0% | -13.3% | -30.9% |
| 6M | +57.4% | -21.3% | +78.7% | +63.5% |
| YTD | +102.2% | -1.7% | +103.9% | +93.4% |
| 1Y | +99.6% | +9.6% | +90.0% | +83.0% |
| All | +15.7% | -3.3% | +19.1% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling