+19.6%
EIX vs SMTC
+516.8%
-497.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.9% |
| 7D | +0.8% | +17.5% | -16.7% | -0.7% |
| 30D | -18.8% | +21.3% | -40.1% | -20.5% |
| 3M | -19.7% | +3.1% | -22.8% | -20.8% |
| 6M | -18.2% | +81.7% | -99.9% | -24.5% |
| YTD | -1.7% | +115.9% | -117.7% | -11.2% |
| 1Y | +7.8% | +157.8% | -150.1% | -5.0% |
| 3Y | -5.6% | +557.3% | -562.9% | -31.1% |
| 5Y | +23.7% | +114.7% | -91.0% | +3.4% |
| All | +19.6% | +516.8% | -497.2% | -18.3% |
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