+8.4%
EIX vs SMTC
+597.8%
-589.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +12.7% | -15.2% | -2.9% |
| 7D | +1.0% | -19.0% | +20.0% | +1.5% |
| 30D | +9.1% | -46.7% | +55.9% | +11.3% |
| 3M | -10.2% | -23.4% | +13.2% | -9.9% |
| 6M | -11.2% | -13.4% | +2.2% | -12.0% |
| YTD | +4.5% | +40.1% | -35.6% | +0.7% |
| 1Y | +10.9% | +47.7% | -36.8% | +6.3% |
| 3Y | +8.4% | +606.9% | -598.5% | -12.4% |
| All | +8.4% | +597.8% | -589.4% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling