+8.4%
EIX vs SWK
+46.0%
-37.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +1.0% | +11.0% | -10.0% | -1.5% |
| 30D | +9.1% | +30.1% | -20.9% | +2.7% |
| 3M | -10.2% | +14.7% | -24.9% | -13.1% |
| 6M | -11.2% | +44.5% | -55.7% | -18.9% |
| YTD | +4.5% | +59.4% | -54.9% | -7.3% |
| 1Y | +10.9% | +77.5% | -66.7% | -4.4% |
| 3Y | +8.4% | +49.5% | -41.0% | -9.4% |
| All | +8.4% | +46.0% | -37.6% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling