+1,366.3%
EIX vs SIRI
-8.5%
+1,374.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +1.4% | -1.7% | +3.1% | +1.4% |
| 30D | +8.5% | +21.1% | -12.6% | +8.0% |
| 3M | -13.5% | +14.7% | -28.2% | -13.8% |
| 6M | -12.4% | +22.9% | -35.3% | -12.9% |
| YTD | +5.9% | +65.7% | -59.8% | +4.4% |
| 1Y | +7.6% | +53.5% | -45.9% | +6.2% |
| 3Y | +12.8% | -23.0% | +35.8% | +12.7% |
| 5Y | +19.2% | -41.5% | +60.7% | +19.5% |
| 10Y | +34.9% | -7.4% | +42.3% | +33.8% |
| All | +1,366.3% | -8.5% | +1,374.7% | +1,242.2% |
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 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