+9.6%
EIX vs SPYG
+22.6%
-13.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.8% |
| 7D | -19.1% | +0.4% | -19.5% | -19.0% |
| 30D | -16.9% | -0.4% | -16.5% | -16.9% |
| 3M | -20.0% | +0.5% | -20.6% | -19.7% |
| 6M | -21.3% | +17.5% | -38.8% | -22.0% |
| YTD | -1.7% | +14.3% | -16.1% | -2.6% |
| 1Y | +9.6% | +21.7% | -12.1% | +6.9% |
| All | +9.6% | +22.6% | -13.0% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling