+267.0%
EIX vs SPXU
-100.0%
+366.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | +0.3% |
| 7D | -1.5% | -9.4% | +7.9% | -3.5% |
| 30D | +8.1% | +7.4% | +0.7% | +10.2% |
| 3M | -12.1% | +6.2% | -18.3% | -10.5% |
| 6M | -13.4% | -7.2% | -6.2% | -14.2% |
| YTD | +5.6% | -26.8% | +32.3% | -0.1% |
| 1Y | +7.8% | -26.3% | +34.1% | +2.4% |
| 3Y | +9.8% | -80.6% | +90.4% | -18.5% |
| 5Y | +18.8% | -83.6% | +102.4% | -6.8% |
| 10Y | +34.4% | -99.5% | +133.9% | -39.6% |
| All | +267.0% | -100.0% | +366.9% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling