+1,019.5%
STX vs EIX
+22.8%
+996.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +6.2% |
| 7D | +2.4% | -19.1% | +21.4% | +4.6% |
| 30D | +1.4% | -16.9% | +18.3% | +3.0% |
| 3M | -8.2% | -20.0% | +11.8% | -6.7% |
| 6M | +127.0% | -21.3% | +148.3% | +131.4% |
| YTD | +209.1% | -1.7% | +210.9% | +201.4% |
| 1Y | +365.4% | +9.6% | +355.9% | +342.0% |
| 3Y | +1,135.4% | -3.7% | +1,139.1% | +1,071.5% |
| All | +1,019.5% | +22.8% | +996.7% | +893.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling