+22.9%
EIX vs SM
+16.0%
+7.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.2% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | -15.3% | +20.3% | -35.6% | -16.3% |
| 3M | -18.4% | +22.9% | -41.4% | -19.7% |
| 6M | -16.8% | +47.8% | -64.7% | -19.3% |
| YTD | -0.6% | +107.5% | -108.0% | -5.8% |
| 1Y | +10.7% | +51.7% | -41.1% | +6.8% |
| 3Y | -4.5% | -0.9% | -3.6% | -6.6% |
| 5Y | +24.0% | +112.2% | -88.2% | +14.1% |
| 10Y | +22.9% | +20.3% | +2.6% | -3.1% |
| All | +22.9% | +16.0% | +7.0% | -3.1% |
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