-2.7%
EIX vs SN
+659.6%
-662.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -2.7% |
| 7D | +1.0% | +7.2% | -6.2% | +0.3% |
| 30D | +9.1% | +20.4% | -11.3% | +7.1% |
| 3M | -10.2% | +23.9% | -34.1% | -12.4% |
| 6M | -11.2% | +93.0% | -104.3% | -17.9% |
| YTD | +4.5% | +99.2% | -94.8% | -4.0% |
| 1Y | +10.9% | +142.6% | -131.7% | -0.6% |
| 3Y | +8.4% | +398.8% | -390.4% | -9.0% |
| All | -2.7% | +659.6% | -662.2% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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