+27.2%
EIX vs SMTC
+110.0%
-82.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +10.0% | -5.5% | +4.0% |
| 7D | +0.9% | +22.9% | -22.0% | -0.1% |
| 30D | -13.5% | +16.6% | -30.2% | -14.4% |
| 3M | -15.3% | +2.4% | -17.7% | -15.8% |
| 6M | -15.3% | +98.3% | -113.6% | -19.6% |
| YTD | +2.7% | +120.7% | -118.0% | -3.3% |
| 1Y | +17.4% | +168.3% | -150.8% | +8.7% |
| 3Y | -1.3% | +571.7% | -573.0% | -18.5% |
| 5Y | +27.2% | +114.0% | -86.8% | +11.0% |
| All | +27.2% | +110.0% | -82.9% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling