+32.2%
EIX vs SWK
+32.9%
-0.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.5% |
| 7D | +0.7% | +10.7% | -10.0% | -2.2% |
| 30D | +8.8% | +33.3% | -24.6% | +0.4% |
| 3M | -10.9% | +14.7% | -25.6% | -14.4% |
| 6M | -10.3% | +48.5% | -58.8% | -20.2% |
| YTD | +5.8% | +63.9% | -58.1% | -9.0% |
| 1Y | +11.4% | +80.4% | -69.0% | -7.0% |
| 3Y | +11.1% | +58.1% | -47.1% | -7.1% |
| 5Y | +18.5% | -24.5% | +43.0% | +20.1% |
| 10Y | +32.2% | +29.5% | +2.8% | +7.9% |
| All | +32.2% | +32.9% | -0.6% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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