+524.4%
EIX vs SGI
+1,905.4%
-1,381.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +3.0% | -1.8% |
| 7D | +1.0% | +1.0% | 0.0% | +0.8% |
| 30D | +9.1% | +3.9% | +5.2% | +8.5% |
| 3M | -10.2% | -0.8% | -9.4% | -10.4% |
| 6M | -11.2% | -18.0% | +6.7% | -9.5% |
| YTD | +4.5% | -27.6% | +32.1% | +7.8% |
| 1Y | +10.9% | -27.2% | +38.1% | +14.3% |
| 3Y | +8.4% | +76.0% | -67.6% | -1.3% |
| 5Y | +18.0% | +50.0% | -32.0% | +7.0% |
| 10Y | +30.3% | +399.1% | -368.8% | -5.4% |
| All | +524.4% | +1,905.4% | -1,381.0% | +204.6% |
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