+88.7%
EIX vs SFM
+132.6%
-43.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.0% | +0.6% |
| 7D | -19.1% | -0.1% | -19.0% | -19.1% |
| 30D | -16.9% | -4.4% | -12.5% | -16.6% |
| 3M | -20.0% | +1.5% | -21.5% | -20.4% |
| 6M | -21.3% | +6.5% | -27.8% | -22.2% |
| YTD | -1.7% | +2.2% | -3.9% | -2.6% |
| 1Y | +9.6% | -41.9% | +51.5% | +14.2% |
| 3Y | -3.7% | +106.8% | -110.4% | -12.5% |
| 5Y | +22.6% | +231.6% | -209.0% | +5.3% |
| 10Y | +17.7% | +258.4% | -240.7% | -2.1% |
| All | +88.7% | +132.6% | -43.8% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling