+806.6%
EIX vs SPY
+2,954.7%
-2,148.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +1.0% | -2.7% | +3.7% | +2.7% |
| 30D | +9.1% | -5.4% | +14.5% | +13.0% |
| 3M | -10.2% | -4.1% | -6.1% | -7.9% |
| 6M | -11.2% | +0.7% | -12.0% | -12.1% |
| YTD | +4.5% | +8.7% | -4.2% | -1.9% |
| 1Y | +10.9% | +10.9% | 0.0% | +2.7% |
| 3Y | +8.4% | +75.0% | -66.6% | -26.7% |
| 5Y | +18.0% | +67.8% | -49.8% | -18.9% |
| 10Y | +30.3% | +312.9% | -282.6% | -50.8% |
| All | +806.6% | +2,954.7% | -2,148.1% | -4.1% |
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 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