+6.5%
EIX vs SIRI
+26.8%
-20.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.3% |
| 7D | +0.8% | -3.0% | +3.8% | +1.0% |
| 30D | -18.8% | +1.3% | -20.1% | -18.8% |
| 3M | -19.7% | +5.6% | -25.3% | -20.1% |
| 6M | -18.2% | +35.2% | -53.4% | -22.2% |
| YTD | -1.7% | +49.1% | -50.8% | -8.7% |
| All | +6.5% | +26.8% | -20.3% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling