+12.8%
EIX vs SFM
+27.3%
-14.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +1.4% | +6.0% | -4.7% | +0.9% |
| 30D | +8.5% | -19.5% | +28.0% | +9.8% |
| 3M | -13.5% | -37.0% | +23.6% | -10.9% |
| 6M | -12.4% | -41.0% | +28.7% | -9.4% |
| YTD | +5.9% | -34.6% | +40.6% | +8.0% |
| 1Y | +7.6% | -36.3% | +43.9% | +9.9% |
| 3Y | +12.8% | +24.5% | -11.8% | +2.2% |
| All | +12.8% | +27.3% | -14.6% | +2.2% |
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