+35.9%
EIX vs SIRI
-7.4%
+43.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +1.4% | -1.7% | +3.1% | +1.6% |
| 30D | +8.5% | +21.1% | -12.6% | +5.1% |
| 3M | -13.5% | +14.7% | -28.2% | -15.6% |
| 6M | -12.4% | +22.9% | -35.3% | -15.8% |
| YTD | +5.9% | +65.7% | -59.8% | -3.8% |
| 1Y | +7.6% | +53.5% | -45.9% | -1.0% |
| 3Y | +12.8% | -23.0% | +35.8% | +13.4% |
| 5Y | +19.2% | -41.5% | +60.7% | +22.9% |
| All | +35.9% | -7.4% | +43.3% | +31.2% |
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