+443.6%
STX vs EIX
+18.0%
+425.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.9% |
| 7D | -28.5% | +1.0% | -29.5% | -28.6% |
| 30D | -42.9% | +9.1% | -52.0% | -43.6% |
| 3M | -45.9% | -10.2% | -35.7% | -45.6% |
| 6M | -41.3% | -11.2% | -30.0% | -41.3% |
| YTD | +67.9% | +4.5% | +63.5% | +62.4% |
| 1Y | +66.5% | +10.9% | +55.6% | +58.8% |
| 3Y | +588.0% | +8.4% | +579.6% | +534.6% |
| All | +443.6% | +18.0% | +425.6% | +381.9% |
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