+1,174.9%
EIX vs SWK
+1,585.9%
-411.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +13.1% | -10.0% | -0.2% |
| 7D | +4.5% | +17.9% | -13.4% | +0.1% |
| 30D | +15.2% | +31.9% | -16.7% | +7.2% |
| 3M | -11.6% | +16.6% | -28.2% | -15.2% |
| 6M | -8.4% | +61.1% | -69.5% | -19.4% |
| YTD | +8.2% | +64.2% | -56.0% | -5.9% |
| 1Y | +16.6% | +85.2% | -68.6% | -1.8% |
| 3Y | +12.0% | +50.2% | -38.2% | -3.4% |
| 5Y | +24.1% | -22.8% | +46.9% | +22.7% |
| 10Y | +34.9% | +35.8% | -0.8% | +9.6% |
| All | +1,174.9% | +1,585.9% | -411.0% | +448.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling