+18.0%
EIX vs SPYG
+424.6%
-406.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.7% |
| 7D | -1.4% | -0.9% | -0.5% | -1.0% |
| 30D | -19.3% | -1.5% | -17.8% | -18.8% |
| 3M | -21.7% | +3.7% | -25.4% | -23.3% |
| 6M | -19.8% | +16.4% | -36.2% | -26.1% |
| YTD | -3.0% | +13.3% | -16.4% | -9.7% |
| 1Y | +5.1% | +17.9% | -12.8% | -4.3% |
| 3Y | -7.0% | +98.3% | -105.3% | -37.3% |
| 5Y | +22.0% | +86.4% | -64.4% | -16.9% |
| All | +18.0% | +424.6% | -406.6% | -58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling