-28.9%
EIX vs SARO
-22.5%
-6.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.5% |
| 7D | -1.4% | -3.1% | +1.7% | -1.0% |
| 30D | -19.3% | -12.2% | -7.1% | -18.0% |
| 3M | -21.7% | -7.4% | -14.3% | -21.2% |
| 6M | -19.8% | -15.3% | -4.6% | -18.7% |
| YTD | -3.0% | -16.2% | +13.1% | -1.7% |
| 1Y | +5.1% | -12.1% | +17.2% | +5.4% |
| All | -28.9% | -22.5% | -6.5% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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