+19.6%
EIX vs SCCO
+1,108.1%
-1,088.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.2% | +6.0% | 0.0% |
| 7D | +0.8% | -2.7% | +3.5% | +1.2% |
| 30D | -18.8% | -0.2% | -18.6% | -19.0% |
| 3M | -19.7% | +17.8% | -37.4% | -22.5% |
| 6M | -18.2% | +2.3% | -20.5% | -19.7% |
| YTD | -1.7% | +41.6% | -43.3% | -10.2% |
| 1Y | +7.8% | +101.9% | -94.1% | -8.8% |
| 3Y | -5.6% | +186.2% | -191.8% | -28.0% |
| 5Y | +23.7% | +309.7% | -286.0% | -15.4% |
| All | +19.6% | +1,108.1% | -1,088.6% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 10y: compounded portfolio wealth divided by compounded SCCO 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…
10y analysis · Full analysis span regression · 6 months rolling