-19.5%
SAP vs EIX
+7.5%
-27.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.8% |
| 7D | -2.9% | -19.1% | +16.2% | -3.8% |
| 30D | +9.0% | -16.9% | +25.9% | +8.4% |
| 3M | +14.9% | -20.0% | +35.0% | +13.4% |
| 6M | +11.9% | -21.3% | +33.2% | +10.2% |
| YTD | -9.9% | -1.7% | -8.2% | -12.9% |
| 1Y | -19.5% | +9.6% | -29.1% | -23.7% |
| All | -19.5% | +7.5% | -27.1% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling