-21.3%
EIX vs SPG
+6.2%
-27.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.5% |
| 7D | -19.1% | -2.4% | -16.7% | -17.7% |
| 30D | -16.9% | -6.8% | -10.1% | -13.5% |
| 3M | -20.0% | +2.7% | -22.7% | -20.4% |
| 6M | -21.3% | +5.5% | -26.8% | -22.9% |
| All | -21.3% | +6.2% | -27.6% | -22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling