-8.4%
EIX vs SN
+490.7%
-499.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +0.9% |
| 7D | -19.1% | -9.3% | -9.8% | -18.5% |
| 30D | -16.9% | -4.8% | -12.1% | -16.7% |
| 3M | -20.0% | +40.4% | -60.4% | -23.4% |
| 6M | -21.3% | +50.9% | -72.3% | -25.5% |
| YTD | -1.7% | +54.9% | -56.7% | -7.4% |
| 1Y | +9.6% | +43.0% | -33.5% | +4.1% |
| 3Y | -3.7% | +391.8% | -395.5% | -17.9% |
| All | -8.4% | +490.7% | -499.1% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling