+2,064.8%
STX vs EIX
+34.7%
+2,030.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.5% | +10.5% | +10.1% |
| 7D | -1.0% | -2.5% | +1.6% | -0.4% |
| 30D | -26.8% | +7.7% | -34.4% | -28.0% |
| 3M | -32.7% | -12.9% | -19.9% | -31.5% |
| 6M | -33.7% | -12.7% | -21.1% | -33.1% |
| YTD | +101.0% | +5.5% | +95.5% | +93.0% |
| 1Y | +92.7% | +9.4% | +83.3% | +83.0% |
| 3Y | +708.7% | +9.7% | +699.0% | +647.3% |
| 5Y | +504.0% | +16.9% | +487.1% | +440.4% |
| All | +2,064.8% | +34.7% | +2,030.0% | +1,676.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling