+35.3%
EIX vs SPG
+115.6%
-80.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.5% | +2.7% | -5.3% | -3.3% |
| 30D | +7.7% | +16.6% | -8.9% | +3.0% |
| 3M | -12.9% | +8.1% | -20.9% | -14.7% |
| 6M | -12.7% | +19.3% | -32.0% | -17.0% |
| YTD | +5.5% | +31.1% | -25.6% | -2.5% |
| 1Y | +9.4% | +32.8% | -23.4% | +0.8% |
| 3Y | +9.7% | +135.8% | -126.1% | -14.2% |
| 5Y | +16.9% | +85.1% | -68.2% | -4.2% |
| All | +35.3% | +115.6% | -80.3% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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