+2,432.7%
SAP vs EIX
+922.7%
+1,510.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.7% | -3.6% |
| 7D | -0.7% | +1.0% | -1.7% | -0.9% |
| 30D | +11.1% | +9.1% | +2.0% | +9.0% |
| 3M | +17.0% | -10.2% | +27.3% | +18.5% |
| 6M | +34.8% | -11.2% | +46.1% | +36.3% |
| YTD | -2.2% | +4.5% | -6.7% | -5.3% |
| 1Y | -6.4% | +10.9% | -17.3% | -10.7% |
| 3Y | +75.1% | +8.4% | +66.7% | +65.0% |
| 5Y | +69.8% | +18.0% | +51.9% | +55.6% |
| 10Y | +219.8% | +30.3% | +189.6% | +176.3% |
| All | +2,432.7% | +922.7% | +1,510.1% | +1,275.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling