+35.4%
EIX vs SPY
+308.5%
-273.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -1.5% | +3.3% | -4.8% | -3.6% |
| 30D | +8.1% | -2.7% | +10.8% | +10.0% |
| 3M | -12.1% | -1.7% | -10.4% | -11.3% |
| 6M | -13.4% | +3.1% | -16.5% | -15.7% |
| YTD | +5.6% | +11.9% | -6.3% | -3.2% |
| 1Y | +7.8% | +12.0% | -4.1% | -1.3% |
| 3Y | +9.8% | +78.2% | -68.4% | -29.4% |
| 5Y | +18.8% | +73.2% | -54.4% | -23.1% |
| All | +35.4% | +308.5% | -273.1% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling