+35.1%
EIX vs SIMO
+395.4%
-360.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.2% |
| 7D | +1.0% | -16.0% | +17.0% | +1.8% |
| 30D | +8.9% | -35.8% | +44.6% | +11.1% |
| 3M | -9.8% | -26.5% | +16.7% | -9.0% |
| 6M | -10.2% | -33.0% | +22.8% | -9.7% |
| YTD | +5.9% | +84.3% | -78.4% | -2.5% |
| 1Y | +10.9% | +82.0% | -71.1% | +2.1% |
| 3Y | +10.2% | +218.5% | -208.3% | -5.2% |
| 5Y | +17.0% | +175.0% | -158.0% | -0.4% |
| 10Y | +35.1% | +407.5% | -372.4% | +0.4% |
| All | +35.1% | +395.4% | -360.3% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling