-4.6%
EIX vs SCCO
+199.6%
-204.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | +4.1% | +2.4% | +1.6% | +3.8% |
| 30D | -15.3% | +6.4% | -21.7% | -15.9% |
| 3M | -18.4% | +21.6% | -40.0% | -20.3% |
| 6M | -16.8% | +13.4% | -30.2% | -18.6% |
| YTD | -0.6% | +52.6% | -53.2% | -7.1% |
| 1Y | +10.7% | +122.4% | -111.7% | -2.7% |
| All | -4.6% | +199.6% | -204.2% | -25.9% |
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