-2.0%
EIX vs SM
-7.7%
+5.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.0% |
| 7D | -19.1% | +0.1% | -19.2% | -19.1% |
| 30D | -16.9% | +26.3% | -43.2% | -18.4% |
| 3M | -20.0% | +8.7% | -28.7% | -20.7% |
| 6M | -21.3% | +51.7% | -73.0% | -24.7% |
| YTD | -1.7% | +99.0% | -100.8% | -8.9% |
| 1Y | +9.6% | +34.6% | -25.0% | +5.6% |
| All | -2.0% | -7.7% | +5.7% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling