+9,509.3%
STX vs EIX
+1,166.2%
+8,343.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.3% | +8.5% | +9.3% |
| 7D | -14.8% | +0.7% | -15.5% | -15.0% |
| 30D | -35.4% | +8.8% | -44.1% | -37.2% |
| 3M | -37.7% | -10.9% | -26.8% | -36.4% |
| 6M | -35.2% | -10.3% | -24.9% | -34.8% |
| YTD | +84.4% | +5.8% | +78.6% | +73.6% |
| 1Y | +82.3% | +11.4% | +70.9% | +68.0% |
| 3Y | +646.2% | +11.1% | +635.2% | +563.1% |
| 5Y | +487.4% | +18.5% | +468.9% | +398.9% |
| 10Y | +2,071.0% | +32.2% | +2,038.8% | +1,512.7% |
| All | +9,509.3% | +1,166.2% | +8,343.1% | +3,658.0% |
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 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