-40.5%
SE vs EIX
+15.0%
-55.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.4% | +0.9% |
| 7D | +0.6% | +0.9% | -0.3% | +0.5% |
| 30D | -0.1% | -13.5% | +13.5% | +0.7% |
| 3M | +34.1% | -15.3% | +49.4% | +34.2% |
| 6M | +23.2% | -15.3% | +38.5% | +23.4% |
| YTD | -11.2% | +2.7% | -13.9% | -9.5% |
| 1Y | -40.5% | +17.4% | -58.0% | -39.2% |
| All | -40.5% | +15.0% | -55.5% | -39.2% |
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