+8.4%
EIX vs SFM
+18.5%
-10.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.8% | +2.4% | -2.1% |
| 7D | +1.0% | -1.2% | +2.2% | +1.1% |
| 30D | +9.1% | -24.8% | +33.9% | +10.9% |
| 3M | -10.2% | -43.7% | +33.5% | -6.8% |
| 6M | -11.2% | -37.3% | +26.0% | -9.0% |
| YTD | +4.5% | -38.4% | +42.9% | +7.0% |
| 1Y | +10.9% | -36.9% | +47.8% | +13.2% |
| 3Y | +8.4% | +20.7% | -12.3% | -0.5% |
| All | +8.4% | +18.5% | -10.1% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling