+372.3%
SE vs EIX
+13.8%
+358.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | 0.0% | +1.0% | -0.9% | -0.2% |
| 30D | -19.4% | +8.9% | -28.2% | -20.9% |
| 3M | -33.1% | -9.8% | -23.3% | -32.1% |
| 6M | -11.4% | -10.2% | -1.2% | -10.5% |
| YTD | -39.8% | +5.9% | -45.7% | -41.8% |
| 1Y | -50.5% | +10.9% | -61.4% | -52.7% |
| 3Y | +68.9% | +10.2% | +58.7% | +57.4% |
| 5Y | -77.1% | +17.0% | -94.1% | -79.1% |
| All | +372.3% | +13.8% | +358.5% | +260.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling