+18.8%
EIX vs SPXS
-83.7%
+102.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.3% |
| 7D | -1.5% | -9.5% | +8.0% | -3.1% |
| 30D | +8.1% | +7.4% | +0.7% | +9.9% |
| 3M | -12.1% | +6.1% | -18.3% | -10.8% |
| 6M | -13.4% | -7.3% | -6.1% | -14.1% |
| YTD | +5.6% | -26.7% | +32.3% | +0.7% |
| 1Y | +7.8% | -26.2% | +34.0% | +3.2% |
| 3Y | +9.8% | -80.3% | +90.2% | -15.9% |
| 5Y | +18.8% | -83.4% | +102.3% | -9.1% |
| All | +18.8% | -83.7% | +102.5% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling