+12.8%
EIX vs SITM
+318.4%
-305.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.4% |
| 7D | +1.4% | +6.6% | -5.3% | +1.2% |
| 30D | +8.5% | -15.3% | +23.9% | +8.9% |
| 3M | -13.5% | -35.4% | +21.9% | -12.6% |
| 6M | -12.4% | -46.8% | +34.4% | -11.0% |
| YTD | +5.9% | +25.9% | -20.0% | +2.3% |
| 1Y | +7.6% | +54.0% | -46.4% | +2.6% |
| 3Y | +12.8% | +315.6% | -302.8% | -1.0% |
| All | +12.8% | +318.4% | -305.6% | -1.0% |
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