+17.4%
EIX vs SM
+46.7%
-29.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.6% | +0.9% | +4.5% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | -13.5% | +31.5% | -45.1% | -13.7% |
| 3M | -15.3% | +17.3% | -32.6% | -15.5% |
| 6M | -15.3% | +48.5% | -63.8% | -16.2% |
| YTD | +2.7% | +106.3% | -103.5% | -1.4% |
| 1Y | +17.4% | +47.3% | -29.9% | +16.0% |
| All | +17.4% | +46.7% | -29.3% | +16.0% |
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