+1,808.6%
STM vs EIX
+1,115.8%
+692.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +5.2% |
| 7D | -10.7% | +1.0% | -11.7% | -11.1% |
| 30D | -25.7% | +9.1% | -34.9% | -27.7% |
| 3M | -21.6% | -10.2% | -11.3% | -20.6% |
| 6M | -27.8% | -11.2% | -16.6% | -27.0% |
| YTD | +61.8% | +4.5% | +57.3% | +55.3% |
| 1Y | +78.1% | +10.9% | +67.2% | +67.7% |
| 3Y | +4.9% | +8.4% | -3.5% | -2.0% |
| 5Y | -14.3% | +18.0% | -32.2% | -22.4% |
| 10Y | +414.1% | +30.3% | +383.8% | +333.5% |
| All | +1,808.6% | +1,115.8% | +692.8% | +866.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling