+278.8%
EIX vs SPXS
-100.0%
+378.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.6% |
| 7D | +1.4% | -7.5% | +8.9% | -0.3% |
| 30D | +8.5% | +5.3% | +3.2% | +10.2% |
| 3M | -13.5% | +9.7% | -23.2% | -11.2% |
| 6M | -12.4% | -4.6% | -7.8% | -12.6% |
| YTD | +5.9% | -25.8% | +31.7% | +0.5% |
| 1Y | +7.6% | -28.8% | +36.4% | +1.3% |
| 3Y | +12.8% | -80.2% | +92.9% | -16.0% |
| 5Y | +19.2% | -83.2% | +102.4% | -6.1% |
| 10Y | +34.9% | -99.5% | +134.4% | -39.8% |
| All | +278.8% | -100.0% | +378.8% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling