+530.2%
EIX vs SGI
+1,852.9%
-1,322.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -2.5% | -10.5% | +7.9% | -1.2% |
| 30D | +7.7% | +0.1% | +7.5% | +7.6% |
| 3M | -12.9% | -4.0% | -8.9% | -12.7% |
| 6M | -12.7% | -5.6% | -7.1% | -12.5% |
| YTD | +5.5% | -29.5% | +35.0% | +9.2% |
| 1Y | +9.4% | -31.5% | +40.9% | +13.6% |
| 3Y | +9.7% | +71.6% | -61.9% | +0.2% |
| 5Y | +16.9% | +50.5% | -33.6% | +6.0% |
| 10Y | +34.3% | +333.9% | -299.6% | -0.8% |
| All | +530.2% | +1,852.9% | -1,322.8% | +208.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling