+32.2%
EIX vs SFM
+146.8%
-114.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | +0.7% | -10.2% | +11.0% | +1.9% |
| 30D | +8.8% | -23.9% | +32.6% | +11.5% |
| 3M | -10.9% | -42.3% | +31.3% | -6.0% |
| 6M | -10.3% | -40.1% | +29.9% | -6.0% |
| YTD | +5.8% | -37.8% | +43.6% | +9.9% |
| 1Y | +11.4% | -37.1% | +48.4% | +15.4% |
| 3Y | +11.1% | +21.5% | -10.5% | +3.1% |
| 5Y | +18.5% | +103.8% | -85.3% | +1.2% |
| 10Y | +32.2% | +142.0% | -109.7% | +7.4% |
| All | +32.2% | +146.8% | -114.6% | +7.4% |
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