+68.4%
SAP vs EIX
+10.6%
+57.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | +0.6% | +1.4% | -0.7% | +0.5% |
| 30D | +6.5% | +8.5% | -2.0% | +6.1% |
| 3M | +12.2% | -13.5% | +25.7% | +13.0% |
| 6M | +46.1% | -12.4% | +58.4% | +46.5% |
| YTD | -1.6% | +5.9% | -7.5% | -4.2% |
| 1Y | -5.1% | +7.6% | -12.7% | -7.9% |
| 3Y | +68.4% | +12.8% | +55.6% | +59.4% |
| All | +68.4% | +10.6% | +57.8% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling