+818.4%
EIX vs SPY
+3,027.0%
-2,208.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | -0.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +8.8% | -3.3% | +12.1% | +11.0% |
| 3M | -10.9% | -2.4% | -8.5% | -9.6% |
| 6M | -10.3% | +2.6% | -12.9% | -12.2% |
| YTD | +5.8% | +11.2% | -5.4% | -2.1% |
| 1Y | +11.4% | +13.4% | -2.0% | +1.6% |
| 3Y | +11.1% | +79.9% | -68.8% | -26.3% |
| 5Y | +18.5% | +72.2% | -53.7% | -19.9% |
| 10Y | +32.2% | +307.3% | -275.1% | -49.7% |
| All | +818.4% | +3,027.0% | -2,208.6% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling