+56.4%
SAP vs EIX
+22.8%
+33.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -2.9% | -19.1% | +16.2% | -0.4% |
| 30D | +9.0% | -16.9% | +25.9% | +11.2% |
| 3M | +14.9% | -20.0% | +35.0% | +17.7% |
| 6M | +11.9% | -21.3% | +33.2% | +14.6% |
| YTD | -9.9% | -1.7% | -8.2% | -12.4% |
| 1Y | -19.5% | +9.6% | -29.1% | -23.9% |
| 3Y | +61.8% | -3.7% | +65.5% | +52.9% |
| All | +56.4% | +22.8% | +33.6% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling