+22.7%
EIX vs SPY
+82.0%
-59.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -19.1% | +0.1% | -19.2% | -19.1% |
| 30D | -16.9% | +0.1% | -17.0% | -17.0% |
| 3M | -20.0% | +2.0% | -22.0% | -21.0% |
| 6M | -21.3% | +13.0% | -34.3% | -26.8% |
| YTD | -1.7% | +13.5% | -15.3% | -8.9% |
| 1Y | +9.6% | +20.0% | -10.4% | -1.8% |
| 3Y | -3.7% | +77.2% | -80.9% | -32.6% |
| All | +22.7% | +82.0% | -59.4% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling