-11.2%
EIX vs SPG
+14.6%
-25.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.0% |
| 7D | +1.0% | +4.9% | -3.9% | -2.3% |
| 30D | +9.1% | +15.6% | -6.5% | -1.5% |
| 3M | -10.2% | +4.1% | -14.3% | -12.6% |
| 6M | -11.2% | +13.6% | -24.8% | -17.0% |
| All | -11.2% | +14.6% | -25.8% | -17.0% |
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