+22.7%
EIX vs SGI
+261.3%
-238.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +5.0% | +4.6% |
| 7D | +0.9% | +9.3% | -8.4% | -0.4% |
| 30D | -13.5% | +6.9% | -20.4% | -14.5% |
| 3M | -15.3% | +2.8% | -18.1% | -15.9% |
| 6M | -15.3% | -12.6% | -2.7% | -14.4% |
| YTD | +2.7% | -21.5% | +24.3% | +5.2% |
| 1Y | +17.4% | -18.8% | +36.2% | +19.4% |
| 3Y | -1.3% | +60.8% | -62.2% | -9.8% |
| 5Y | +27.2% | +60.0% | -32.8% | +13.5% |
| 10Y | +22.7% | +267.8% | -245.1% | -8.0% |
| All | +22.7% | +261.3% | -238.6% | -8.0% |
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