+9.6%
EIX vs SM
+36.8%
-27.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +0.8% |
| 7D | -19.1% | -0.5% | -18.6% | -19.1% |
| 30D | -16.9% | +25.6% | -42.5% | -17.0% |
| 3M | -20.0% | +8.0% | -28.0% | -20.3% |
| 6M | -21.3% | +50.8% | -72.1% | -22.5% |
| YTD | -1.7% | +97.9% | -99.6% | -5.8% |
| 1Y | +9.6% | +33.8% | -24.2% | +8.2% |
| All | +9.6% | +36.8% | -27.2% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling