+20.1%
EIX vs SHAK
-22.8%
+42.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -1.6% |
| 7D | -1.4% | -8.3% | +6.9% | -0.6% |
| 30D | -19.3% | -12.6% | -6.7% | -18.4% |
| 3M | -21.7% | +9.1% | -30.8% | -22.6% |
| 6M | -19.8% | -31.2% | +11.4% | -17.8% |
| YTD | -3.0% | -21.6% | +18.5% | -2.4% |
| 1Y | +5.1% | -38.8% | +43.9% | +8.6% |
| 3Y | -7.0% | +0.6% | -7.6% | -11.1% |
| All | +20.1% | -22.8% | +42.9% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling