+9,423.5%
STX vs EIX
+1,167.4%
+8,256.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -17.3% | +1.0% | -18.2% | -17.6% |
| 30D | -35.9% | +8.9% | -44.8% | -37.8% |
| 3M | -37.3% | -9.8% | -27.5% | -36.4% |
| 6M | -35.8% | -10.2% | -25.6% | -35.4% |
| YTD | +82.7% | +5.9% | +76.8% | +72.0% |
| 1Y | +71.6% | +10.9% | +60.7% | +58.5% |
| 3Y | +635.3% | +10.2% | +625.1% | +555.5% |
| 5Y | +483.8% | +17.0% | +466.7% | +398.4% |
| 10Y | +1,967.8% | +35.1% | +1,932.7% | +1,420.9% |
| All | +9,423.5% | +1,167.4% | +8,256.1% | +3,623.2% |
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