-6.4%
SAP vs EIX
+9.6%
-15.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.1% |
| 7D | -2.5% | -2.5% | +0.1% | -2.6% |
| 30D | +7.5% | +7.7% | -0.2% | +8.0% |
| 3M | +11.6% | -12.9% | +24.5% | +10.9% |
| 6M | +37.6% | -12.7% | +50.3% | +36.7% |
| YTD | -2.0% | +5.5% | -7.4% | -4.4% |
| 1Y | -6.4% | +9.4% | -15.7% | -9.9% |
| All | -6.4% | +9.6% | -15.9% | -9.9% |
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