+35.4%
EIX vs SFM
+137.0%
-101.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -1.5% | -0.4% | -1.0% | -1.4% |
| 30D | +8.1% | -19.2% | +27.3% | +10.1% |
| 3M | -12.1% | -40.3% | +28.2% | -7.6% |
| 6M | -13.4% | -40.9% | +27.4% | -9.1% |
| YTD | +5.6% | -35.5% | +41.1% | +9.2% |
| 1Y | +7.8% | -37.4% | +45.3% | +11.9% |
| 3Y | +9.8% | +25.5% | -15.6% | +1.5% |
| 5Y | +18.8% | +113.0% | -94.2% | +0.8% |
| All | +35.4% | +137.0% | -101.6% | +10.9% |
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