+825.8%
EIX vs SM
+1,302.7%
-476.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.2% |
| 3M | -10.2% | +4.9% | -15.1% | -10.9% |
| 6M | -11.2% | +6.1% | -17.4% | -12.3% |
| YTD | +4.5% | +63.4% | -59.0% | -0.4% |
| 1Y | +10.9% | +72.5% | -61.6% | +5.2% |
| 3Y | +8.4% | -16.9% | +25.3% | +6.9% |
| 5Y | +18.0% | -10.6% | +28.6% | +13.3% |
| 10Y | +30.3% | +11.3% | +19.0% | +4.0% |
| All | +825.8% | +1,302.7% | -476.9% | +515.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling