+9.6%
EIX vs SITM
+4,608.4%
-4,598.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | +0.4% |
| 7D | -19.1% | +9.7% | -28.8% | -19.6% |
| 30D | -16.9% | +12.7% | -29.6% | -17.9% |
| 3M | -20.0% | -13.4% | -6.6% | -20.0% |
| 6M | -21.3% | +59.6% | -80.9% | -25.0% |
| YTD | -1.7% | +73.3% | -75.0% | -7.2% |
| 1Y | +9.6% | +165.5% | -156.0% | -0.4% |
| 3Y | -3.7% | +368.7% | -372.4% | -19.0% |
| 5Y | +22.6% | +172.5% | -149.9% | +1.7% |
| All | +9.6% | +4,608.4% | -4,598.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling