+10.9%
EIX vs SN
+137.4%
-126.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -2.5% |
| 7D | +1.0% | +7.2% | -6.2% | +0.8% |
| 30D | +9.1% | +20.4% | -11.3% | +8.7% |
| 3M | -10.2% | +23.9% | -34.1% | -11.1% |
| 6M | -11.2% | +93.0% | -104.3% | -15.0% |
| YTD | +4.5% | +99.2% | -94.8% | 0.0% |
| 1Y | +10.9% | +142.6% | -131.7% | +6.8% |
| All | +10.9% | +137.4% | -126.5% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling