+668.0%
EIX vs SNY
+242.6%
+425.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | +4.1% | -3.6% | +7.7% | +5.3% |
| 30D | -15.3% | -1.4% | -13.9% | -14.9% |
| 3M | -18.4% | -4.2% | -14.2% | -17.4% |
| 6M | -16.8% | +2.0% | -18.8% | -17.6% |
| YTD | -0.6% | -6.7% | +6.1% | +1.2% |
| 1Y | +10.7% | -4.7% | +15.3% | +11.6% |
| 3Y | -4.5% | -8.1% | +3.7% | -4.6% |
| 5Y | +24.0% | +8.2% | +15.8% | +15.6% |
| 10Y | +22.9% | +64.8% | -41.9% | -2.0% |
| All | +668.0% | +242.6% | +425.4% | +318.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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