+35.9%
EIX vs SM
+18.0%
+17.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.4% | +9.4% | -8.0% | +0.8% |
| 30D | +8.5% | -14.4% | +22.9% | +9.4% |
| 3M | -13.5% | +1.6% | -15.0% | -13.9% |
| 6M | -12.4% | +6.3% | -18.7% | -13.3% |
| YTD | +5.9% | +78.8% | -72.9% | +1.0% |
| 1Y | +7.6% | +83.1% | -75.5% | +2.4% |
| 3Y | +12.8% | -5.9% | +18.7% | +10.4% |
| 5Y | +19.2% | +4.8% | +14.4% | +14.1% |
| All | +35.9% | +18.0% | +17.9% | +6.7% |
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