+14.3%
EIX vs SGI
-18.4%
+32.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +5.0% | +4.5% |
| 7D | +0.9% | +9.3% | -8.4% | +0.7% |
| 30D | -13.5% | +6.9% | -20.4% | -13.6% |
| 3M | -15.3% | +2.8% | -18.1% | -15.1% |
| 6M | -15.3% | -12.6% | -2.7% | -14.4% |
| YTD | +2.7% | -21.5% | +24.3% | +4.3% |
| All | +14.3% | -18.4% | +32.7% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling