+35.1%
EIX vs SMTC
+334.8%
-299.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | +1.0% | -10.9% | +11.9% | +1.6% |
| 30D | +8.9% | -39.4% | +48.3% | +12.8% |
| 3M | -9.8% | -13.5% | +3.8% | -10.0% |
| 6M | -10.2% | -6.8% | -3.4% | -12.2% |
| YTD | +5.9% | +54.0% | -48.1% | -2.4% |
| 1Y | +10.9% | +50.8% | -39.9% | +2.2% |
| 3Y | +10.2% | +677.3% | -667.1% | -23.2% |
| 5Y | +17.0% | +28.7% | -11.7% | +3.1% |
| 10Y | +35.1% | +339.9% | -304.8% | -3.9% |
| All | +35.1% | +334.8% | -299.7% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling