+12.4%
EIX vs SN
+425.1%
-412.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.5% |
| 7D | -1.5% | +1.4% | -2.8% | -1.6% |
| 30D | +8.1% | +16.6% | -8.5% | +6.2% |
| 3M | -12.1% | +18.3% | -30.4% | -14.1% |
| 6M | -13.4% | +103.1% | -116.5% | -21.6% |
| YTD | +5.6% | +96.7% | -91.2% | -4.3% |
| 1Y | +7.8% | +134.3% | -126.5% | -4.8% |
| All | +12.4% | +425.1% | -412.7% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling