+35.9%
EIX vs SMTC
+333.2%
-297.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.6% |
| 7D | +1.4% | +11.0% | -9.7% | +0.4% |
| 30D | +8.5% | -28.5% | +37.0% | +10.9% |
| 3M | -13.5% | -14.2% | +0.8% | -13.6% |
| 6M | -12.4% | -18.0% | +5.6% | -13.2% |
| YTD | +5.9% | +55.5% | -49.6% | -2.6% |
| 1Y | +7.6% | +69.5% | -61.9% | -2.1% |
| 3Y | +12.8% | +699.7% | -686.9% | -21.7% |
| 5Y | +19.2% | +27.4% | -8.2% | +5.2% |
| All | +35.9% | +333.2% | -297.4% | -2.6% |
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