+22.7%
EIX vs SPY
+311.3%
-288.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.1% | +4.9% |
| 7D | +0.9% | +0.5% | +0.4% | +0.5% |
| 30D | -13.5% | -0.9% | -12.6% | -13.0% |
| 3M | -15.3% | +3.9% | -19.1% | -17.7% |
| 6M | -15.3% | +14.5% | -29.9% | -23.4% |
| YTD | +2.7% | +12.9% | -10.2% | -6.3% |
| 1Y | +17.4% | +19.4% | -1.9% | +2.8% |
| 3Y | -1.3% | +78.5% | -79.8% | -36.5% |
| 5Y | +27.2% | +81.8% | -54.6% | -20.7% |
| 10Y | +22.7% | +311.5% | -288.8% | -58.7% |
| All | +22.7% | +311.3% | -288.6% | -58.7% |
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