+9.5%
EIX vs SITM
+4,532.8%
-4,523.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.3% |
| 7D | +0.8% | +4.8% | -4.0% | +0.5% |
| 30D | -18.8% | -9.7% | -9.1% | -18.4% |
| 3M | -19.7% | -9.3% | -10.4% | -19.9% |
| 6M | -18.2% | +69.5% | -87.7% | -22.4% |
| YTD | -1.7% | +70.5% | -72.3% | -7.2% |
| 1Y | +7.8% | +145.3% | -137.5% | -1.4% |
| 3Y | -5.6% | +432.8% | -438.4% | -21.4% |
| 5Y | +23.7% | +174.0% | -150.4% | +2.5% |
| All | +9.5% | +4,532.8% | -4,523.3% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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