+17.0%
EIX vs SPXU
-83.3%
+100.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.3% |
| 7D | +1.0% | +0.5% | +0.5% | +1.3% |
| 30D | +8.9% | +10.9% | -2.0% | +11.2% |
| 3M | -9.8% | +9.6% | -19.4% | -7.9% |
| 6M | -10.2% | -4.7% | -5.5% | -10.4% |
| YTD | +5.9% | -24.6% | +30.5% | +1.6% |
| 1Y | +10.9% | -24.7% | +35.6% | +6.4% |
| 3Y | +10.2% | -80.0% | +90.2% | -15.5% |
| 5Y | +17.0% | -83.5% | +100.5% | -10.6% |
| All | +17.0% | -83.3% | +100.3% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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