+18.0%
EIX vs SCHG
+459.0%
-441.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.7% |
| 7D | -1.4% | -1.0% | -0.3% | -0.9% |
| 30D | -19.3% | -1.3% | -18.0% | -18.9% |
| 3M | -21.7% | +5.4% | -27.1% | -23.7% |
| 6M | -19.8% | +14.4% | -34.2% | -24.9% |
| YTD | -3.0% | +8.0% | -11.1% | -7.0% |
| 1Y | +5.1% | +12.7% | -7.6% | -1.4% |
| 3Y | -7.0% | +85.6% | -92.6% | -32.9% |
| 5Y | +22.0% | +85.5% | -63.5% | -14.3% |
| All | +18.0% | +459.0% | -441.0% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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