+8.4%
EIX vs SGI
+69.1%
-60.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +3.0% | -1.7% |
| 7D | +1.0% | +1.0% | 0.0% | +0.9% |
| 30D | +9.1% | +3.9% | +5.2% | +8.5% |
| 3M | -10.2% | -0.8% | -9.4% | -10.3% |
| 6M | -11.2% | -18.0% | +6.7% | -8.8% |
| YTD | +4.5% | -27.6% | +32.1% | +9.1% |
| 1Y | +10.9% | -27.2% | +38.1% | +15.5% |
| 3Y | +8.4% | +76.0% | -67.6% | -10.2% |
| All | +8.4% | +69.1% | -60.7% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling