+591.3%
EIX vs SPYG
+528.0%
+63.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +1.4% | +2.3% | -1.0% | +0.3% |
| 30D | +8.5% | -6.5% | +15.0% | +11.7% |
| 3M | -13.5% | -6.8% | -6.6% | -10.9% |
| 6M | -12.4% | -3.1% | -9.2% | -11.8% |
| YTD | +5.9% | +8.0% | -2.1% | +0.8% |
| 1Y | +7.6% | +10.2% | -2.6% | +1.3% |
| 3Y | +12.8% | +91.0% | -78.2% | -20.4% |
| 5Y | +19.2% | +67.7% | -48.5% | -11.9% |
| 10Y | +34.9% | +393.9% | -359.0% | -42.1% |
| All | +591.3% | +528.0% | +63.4% | +58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling