+206.9%
EIX vs SCHG
+1,127.0%
-920.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | +4.1% | -0.9% | +5.0% | +4.5% |
| 30D | -15.3% | -2.3% | -13.0% | -14.5% |
| 3M | -18.4% | +4.5% | -23.0% | -20.3% |
| 6M | -16.8% | +13.6% | -30.4% | -22.0% |
| YTD | -0.6% | +7.6% | -8.1% | -4.6% |
| 1Y | +10.7% | +13.0% | -2.4% | +3.4% |
| 3Y | -4.5% | +87.0% | -91.5% | -31.7% |
| 5Y | +24.0% | +82.9% | -58.8% | -12.7% |
| 10Y | +22.9% | +453.6% | -430.7% | -53.9% |
| All | +206.9% | +1,127.0% | -920.1% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling