-5.7%
EIX vs SHAK
-5.6%
-0.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.0% |
| 7D | +0.8% | -11.0% | +11.8% | +1.8% |
| 30D | -18.8% | -14.0% | -4.8% | -17.8% |
| 3M | -19.7% | +13.3% | -32.9% | -20.9% |
| 6M | -18.2% | -35.3% | +17.1% | -15.7% |
| YTD | -1.7% | -24.0% | +22.2% | -1.1% |
| 1Y | +7.8% | -36.7% | +44.5% | +10.8% |
| All | -5.7% | -5.6% | -0.1% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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