+18.8%
EIX vs SIMO
+184.2%
-165.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | -1.5% | +14.9% | -16.3% | -1.7% |
| 30D | +8.1% | -27.0% | +35.1% | +8.7% |
| 3M | -12.1% | -25.4% | +13.2% | -11.9% |
| 6M | -13.4% | -30.3% | +16.8% | -13.5% |
| YTD | +5.6% | +95.8% | -90.2% | +0.8% |
| 1Y | +7.8% | +100.0% | -92.2% | +2.8% |
| 3Y | +9.8% | +238.3% | -228.4% | +0.3% |
| 5Y | +18.8% | +187.6% | -168.7% | +9.9% |
| All | +18.8% | +184.2% | -165.3% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling