+24.0%
EIX vs SPYG
+83.9%
-59.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +4.1% | +0.3% | +3.8% | +4.0% |
| 30D | -15.3% | -1.7% | -13.6% | -14.9% |
| 3M | -18.4% | +3.6% | -22.1% | -19.6% |
| 6M | -16.8% | +16.6% | -33.4% | -21.4% |
| YTD | -0.6% | +13.4% | -13.9% | -5.2% |
| 1Y | +10.7% | +19.6% | -8.9% | +3.3% |
| 3Y | -4.5% | +99.8% | -104.2% | -28.2% |
| 5Y | +24.0% | +85.0% | -60.9% | -9.9% |
| All | +24.0% | +83.9% | -59.9% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling