+9.6%
EIX vs SIMO
+226.2%
-216.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | +1.0% |
| 7D | -19.1% | +4.2% | -23.3% | -19.0% |
| 30D | -16.9% | +4.1% | -21.0% | -16.8% |
| 3M | -20.0% | -12.9% | -7.1% | -20.1% |
| 6M | -21.3% | +110.3% | -131.7% | -20.8% |
| YTD | -1.7% | +178.6% | -180.3% | 0.0% |
| 1Y | +9.6% | +220.0% | -210.4% | +15.0% |
| All | +9.6% | +226.2% | -216.7% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling