+18.0%
EIX vs SIRI
-10.2%
+28.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.5% |
| 7D | -1.4% | +0.6% | -1.9% | -1.5% |
| 30D | -19.3% | +2.5% | -21.8% | -19.8% |
| 3M | -21.7% | +6.6% | -28.3% | -22.7% |
| 6M | -19.8% | +32.9% | -52.7% | -24.1% |
| YTD | -3.0% | +50.5% | -53.5% | -10.4% |
| 1Y | +5.1% | +28.0% | -22.9% | -0.3% |
| 3Y | -7.0% | -22.4% | +15.4% | -7.5% |
| 5Y | +22.0% | -41.3% | +63.3% | +23.7% |
| All | +18.0% | -10.2% | +28.2% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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