+19.6%
EIX vs SPXS
-99.5%
+119.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -0.8% |
| 7D | +0.8% | +6.4% | -5.6% | +2.2% |
| 30D | -18.8% | +6.0% | -24.8% | -17.7% |
| 3M | -19.7% | -11.6% | -8.1% | -21.8% |
| 6M | -18.2% | -28.7% | +10.5% | -23.9% |
| YTD | -1.7% | -26.3% | +24.5% | -7.6% |
| 1Y | +7.8% | -34.9% | +42.7% | -1.2% |
| 3Y | -5.6% | -79.5% | +73.8% | -30.5% |
| 5Y | +23.7% | -85.9% | +109.6% | -8.7% |
| All | +19.6% | -99.5% | +119.1% | -50.2% |
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