-4.6%
EIX vs SIRI
-24.2%
+19.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | +4.1% | -3.9% | +8.0% | +4.5% |
| 30D | -15.3% | -0.8% | -14.5% | -15.3% |
| 3M | -18.4% | +4.3% | -22.7% | -18.9% |
| 6M | -16.8% | +34.1% | -50.9% | -19.6% |
| YTD | -0.6% | +47.3% | -47.9% | -4.9% |
| 1Y | +10.7% | +22.9% | -12.3% | +7.6% |
| All | -4.6% | -24.2% | +19.6% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling