-4.6%
EIX vs SITM
+412.8%
-417.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.1% |
| 7D | +4.1% | +3.7% | +0.4% | +3.9% |
| 30D | -15.3% | -14.5% | -0.8% | -14.9% |
| 3M | -18.4% | -10.6% | -7.9% | -18.5% |
| 6M | -16.8% | +65.5% | -82.4% | -20.0% |
| YTD | -0.6% | +67.0% | -67.6% | -4.6% |
| 1Y | +10.7% | +138.6% | -128.0% | +3.4% |
| All | -4.6% | +412.8% | -417.4% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling