+782.9%
EIX vs SCCO
+33,989.4%
-33,206.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -19.1% | -5.3% | -13.8% | -18.4% |
| 30D | -16.9% | +2.7% | -19.6% | -17.5% |
| 3M | -20.0% | +4.2% | -24.2% | -21.2% |
| 6M | -21.3% | -0.6% | -20.7% | -22.3% |
| YTD | -1.7% | +45.0% | -46.7% | -9.7% |
| 1Y | +9.6% | +109.3% | -99.7% | -6.1% |
| 3Y | -3.7% | +180.8% | -184.5% | -23.2% |
| 5Y | +22.6% | +314.3% | -291.7% | -10.6% |
| 10Y | +17.7% | +1,083.3% | -1,065.6% | -31.2% |
| All | +782.9% | +33,989.4% | -33,206.5% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling