+28.0%
EIX vs SIMO
+379.7%
-351.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.6% | -2.7% |
| 7D | +1.0% | -22.0% | +23.0% | +2.2% |
| 30D | +9.1% | -43.0% | +52.2% | +12.1% |
| 3M | -10.2% | -39.1% | +28.9% | -8.5% |
| 6M | -11.2% | -33.3% | +22.0% | -10.8% |
| YTD | +4.5% | +77.0% | -72.5% | -3.6% |
| 1Y | +10.9% | +73.0% | -62.1% | +2.4% |
| 3Y | +8.4% | +215.7% | -207.3% | -6.8% |
| 5Y | +18.0% | +155.6% | -137.7% | +1.0% |
| All | +28.0% | +379.7% | -351.7% | -4.9% |
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