+22.7%
EIX vs SFM
+293.3%
-270.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.5% | +11.0% | +5.2% |
| 7D | +0.9% | -5.8% | +6.7% | +1.5% |
| 30D | -13.5% | -11.4% | -2.2% | -12.5% |
| 3M | -15.3% | -12.2% | -3.1% | -14.3% |
| 6M | -15.3% | -5.2% | -10.2% | -15.5% |
| YTD | +2.7% | -4.5% | +7.2% | +2.3% |
| 1Y | +17.4% | -45.4% | +62.8% | +24.4% |
| 3Y | -1.3% | +91.1% | -92.4% | -12.2% |
| 5Y | +27.2% | +226.8% | -199.6% | +4.3% |
| 10Y | +22.7% | +291.9% | -269.2% | -4.8% |
| All | +22.7% | +293.3% | -270.6% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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