+12.8%
EIX vs SCCO
+169.0%
-156.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | +1.4% | -1.9% | +3.3% | +1.5% |
| 30D | +8.5% | -17.4% | +26.0% | +10.2% |
| 3M | -13.5% | -11.7% | -1.8% | -12.8% |
| 6M | -12.4% | -12.1% | -0.2% | -12.0% |
| YTD | +5.9% | +20.9% | -15.0% | +1.2% |
| 1Y | +7.6% | +31.3% | -23.8% | +1.7% |
| 3Y | +12.8% | +170.3% | -157.5% | -11.0% |
| All | +12.8% | +169.0% | -156.2% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling