+541.6%
EIX vs SPYG
+564.9%
-23.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -19.1% | +0.4% | -19.5% | -19.2% |
| 30D | -16.9% | -0.4% | -16.5% | -16.8% |
| 3M | -20.0% | +0.5% | -20.6% | -20.6% |
| 6M | -21.3% | +17.5% | -38.8% | -27.7% |
| YTD | -1.7% | +14.3% | -16.1% | -8.7% |
| 1Y | +9.6% | +21.7% | -12.1% | -1.5% |
| 3Y | -3.7% | +98.6% | -102.3% | -33.1% |
| 5Y | +22.6% | +85.1% | -62.5% | -13.5% |
| 10Y | +17.7% | +412.0% | -394.3% | -50.2% |
| All | +541.6% | +564.9% | -23.2% | +44.0% |
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