+34.3%
EIX vs SM
+10.6%
+23.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.6% | -6.0% | -0.8% |
| 7D | -2.5% | +0.3% | -2.9% | -2.6% |
| 30D | +7.7% | -17.3% | +25.0% | +8.7% |
| 3M | -12.9% | -3.6% | -9.3% | -13.0% |
| 6M | -12.7% | +2.9% | -15.6% | -13.4% |
| YTD | +5.5% | +70.2% | -64.8% | +0.8% |
| 1Y | +9.4% | +66.5% | -57.1% | +4.7% |
| 3Y | +9.7% | -8.2% | +17.9% | +7.6% |
| 5Y | +16.9% | -1.5% | +18.4% | +12.4% |
| 10Y | +34.3% | +11.9% | +22.4% | +5.9% |
| All | +34.3% | +10.6% | +23.7% | +5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling