+35.4%
EIX vs SGI
+318.6%
-283.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.5% |
| 7D | -1.5% | -10.7% | +9.2% | +0.1% |
| 30D | +8.1% | -3.6% | +11.7% | +8.6% |
| 3M | -12.1% | -5.4% | -6.7% | -11.7% |
| 6M | -13.4% | -7.0% | -6.4% | -13.1% |
| YTD | +5.6% | -31.6% | +37.2% | +10.2% |
| 1Y | +7.8% | -33.5% | +41.4% | +13.0% |
| 3Y | +9.8% | +66.5% | -56.6% | -0.4% |
| 5Y | +18.8% | +42.2% | -23.3% | +7.4% |
| All | +35.4% | +318.6% | -283.1% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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