+21.0%
EIX vs SWK
-25.4%
+46.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.5% |
| 7D | +2.5% | +11.3% | -8.7% | +0.2% |
| 30D | +14.1% | +28.1% | -14.0% | +8.4% |
| 3M | -9.4% | +12.6% | -22.0% | -11.8% |
| 6M | -9.1% | +51.7% | -60.8% | -17.0% |
| YTD | +7.1% | +60.0% | -52.8% | -3.7% |
| 1Y | +13.3% | +72.7% | -59.4% | 0.0% |
| 3Y | +10.9% | +46.3% | -35.4% | -1.4% |
| 5Y | +21.0% | -24.6% | +45.6% | +11.0% |
| All | +21.0% | -25.4% | +46.4% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling