+32.2%
EIX vs SIMO
+434.7%
-402.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.4% | +1.0% |
| 7D | +0.7% | -8.5% | +9.2% | +1.1% |
| 30D | +8.8% | -34.8% | +43.6% | +10.9% |
| 3M | -10.9% | -32.8% | +21.9% | -9.7% |
| 6M | -10.3% | -32.0% | +21.7% | -9.9% |
| YTD | +5.8% | +87.0% | -81.2% | -2.7% |
| 1Y | +11.4% | +86.1% | -74.7% | +2.3% |
| 3Y | +11.1% | +226.4% | -215.4% | -4.7% |
| 5Y | +18.5% | +172.1% | -153.7% | +1.1% |
| 10Y | +32.2% | +408.0% | -375.8% | -2.2% |
| All | +32.2% | +434.7% | -402.4% | -2.2% |
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