+35.4%
EIX vs SPXS
-99.5%
+134.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.4% |
| 7D | -1.5% | -9.5% | +8.0% | -3.6% |
| 30D | +8.1% | +7.4% | +0.7% | +10.3% |
| 3M | -12.1% | +6.1% | -18.3% | -10.5% |
| 6M | -13.4% | -7.3% | -6.1% | -14.3% |
| YTD | +5.6% | -26.7% | +32.3% | -0.4% |
| 1Y | +7.8% | -26.2% | +34.0% | +2.1% |
| 3Y | +9.8% | -80.3% | +90.2% | -20.0% |
| 5Y | +18.8% | -83.4% | +102.3% | -8.2% |
| All | +35.4% | -99.5% | +134.9% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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