+251.5%
EIX vs SPXS
-100.0%
+351.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +1.1% |
| 7D | -19.1% | -0.1% | -19.0% | -19.1% |
| 30D | -16.9% | +0.8% | -17.7% | -16.7% |
| 3M | -20.0% | -4.7% | -15.3% | -20.6% |
| 6M | -21.3% | -29.6% | +8.3% | -26.7% |
| YTD | -1.7% | -29.8% | +28.1% | -8.3% |
| 1Y | +9.6% | -38.9% | +48.5% | -0.6% |
| 3Y | -3.7% | -79.6% | +75.9% | -27.8% |
| 5Y | +22.6% | -85.9% | +108.5% | -7.4% |
| 10Y | +17.7% | -99.5% | +117.2% | -48.2% |
| All | +251.5% | -100.0% | +351.5% | -39.9% |
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