+1,322.2%
EIX vs SIRI
-17.9%
+1,340.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.5% |
| 7D | +0.9% | +4.3% | -3.4% | +0.8% |
| 30D | -13.5% | -2.8% | -10.7% | -13.5% |
| 3M | -15.3% | +5.9% | -21.2% | -15.4% |
| 6M | -15.3% | +31.9% | -47.3% | -16.0% |
| YTD | +2.7% | +48.7% | -45.9% | +1.5% |
| 1Y | +17.4% | +23.2% | -5.8% | +16.6% |
| 3Y | -1.3% | -23.9% | +22.5% | -1.4% |
| 5Y | +27.2% | -43.4% | +70.6% | +27.6% |
| 10Y | +22.7% | -13.6% | +36.4% | +22.1% |
| All | +1,322.2% | -17.9% | +1,340.1% | +1,205.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling