+3,621.5%
STX vs EIX
+19.9%
+3,601.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.1% | -1.3% |
| 7D | +9.6% | +4.1% | +5.5% | +8.7% |
| 30D | +10.6% | -15.3% | +25.9% | +13.4% |
| 3M | +4.8% | -18.4% | +23.2% | +7.8% |
| 6M | +137.3% | -16.8% | +154.1% | +142.5% |
| YTD | +222.5% | -0.6% | +223.0% | +213.8% |
| 1Y | +366.2% | +10.7% | +355.6% | +339.5% |
| 3Y | +1,352.9% | -4.5% | +1,357.4% | +1,292.3% |
| 5Y | +1,077.4% | +24.0% | +1,053.4% | +930.1% |
| 10Y | +3,621.5% | +22.9% | +3,598.6% | +2,943.0% |
| All | +3,621.5% | +19.9% | +3,601.6% | +2,943.0% |
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