+27.2%
EIX vs SM
+111.2%
-84.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.6% | +0.9% | +4.2% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | -13.5% | +31.5% | -45.1% | -15.6% |
| 3M | -15.3% | +17.3% | -32.6% | -16.6% |
| 6M | -15.3% | +48.5% | -63.8% | -18.9% |
| YTD | +2.7% | +106.3% | -103.5% | -4.9% |
| 1Y | +17.4% | +47.3% | -29.9% | +12.0% |
| 3Y | -1.3% | -1.4% | +0.1% | -4.9% |
| 5Y | +27.2% | +114.0% | -86.9% | +13.9% |
| All | +27.2% | +111.2% | -84.0% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling