+17.6%
EIX vs SIMO
+514.4%
-496.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | +0.4% |
| 7D | -19.1% | +4.2% | -23.3% | -19.3% |
| 30D | -16.9% | +4.1% | -21.0% | -17.3% |
| 3M | -20.0% | -12.9% | -7.1% | -20.0% |
| 6M | -21.3% | +110.3% | -131.7% | -26.7% |
| YTD | -1.7% | +178.6% | -180.3% | -10.9% |
| 1Y | +9.6% | +220.0% | -210.4% | -2.2% |
| 3Y | -3.7% | +409.0% | -412.7% | -18.7% |
| 5Y | +22.6% | +277.3% | -254.7% | +4.2% |
| All | +17.6% | +514.4% | -496.8% | -10.2% |
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