-1.3%
EIX vs SPYG
+100.8%
-102.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.6% |
| 7D | +0.9% | +1.2% | -0.3% | +0.7% |
| 30D | -13.5% | -1.6% | -12.0% | -13.3% |
| 3M | -15.3% | +3.4% | -18.6% | -15.9% |
| 6M | -15.3% | +18.9% | -34.2% | -19.0% |
| YTD | +2.7% | +13.8% | -11.1% | -0.7% |
| 1Y | +17.4% | +20.6% | -3.1% | +11.4% |
| 3Y | -1.3% | +100.5% | -101.8% | -24.2% |
| All | -1.3% | +100.8% | -102.1% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling