+17.9%
EIX vs SM
-11.5%
+29.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.6% |
| 7D | +1.0% | -25.9% | +26.9% | +3.0% |
| 30D | +9.1% | -15.1% | +24.2% | +10.1% |
| 3M | -10.2% | +4.9% | -15.1% | -11.2% |
| 6M | -11.2% | +6.1% | -17.4% | -12.6% |
| YTD | +4.5% | +63.4% | -59.0% | -2.0% |
| 1Y | +10.9% | +72.5% | -61.6% | +3.3% |
| 3Y | +8.4% | -16.9% | +25.3% | +5.3% |
| All | +17.9% | -11.5% | +29.5% | +14.4% |
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