+7.8%
EIX vs SM
+78.0%
-70.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | +0.3% |
| 7D | -1.5% | +10.6% | -12.1% | -1.1% |
| 30D | +8.1% | -15.0% | +23.1% | +7.7% |
| 3M | -12.1% | +1.7% | -13.8% | -12.5% |
| 6M | -13.4% | +5.9% | -19.3% | -13.9% |
| YTD | +5.6% | +79.0% | -73.4% | -1.7% |
| 1Y | +7.8% | +84.7% | -76.8% | -0.7% |
| All | +7.8% | +78.0% | -70.1% | -0.7% |
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 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