-68.1%
SE vs EIX
+22.8%
-90.8%
-90.5%
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% | -1.1% |
| 7D | -6.1% | -19.1% | +13.0% | -2.3% |
| 30D | -2.5% | -16.9% | +14.5% | +0.7% |
| 3M | +21.7% | -20.0% | +41.7% | +26.2% |
| 6M | +27.0% | -21.3% | +48.3% | +31.9% |
| YTD | -12.1% | -1.7% | -10.4% | -14.2% |
| 1Y | -40.9% | +9.6% | -50.5% | -44.2% |
| 3Y | +191.0% | -3.7% | +194.7% | +176.5% |
| All | -68.1% | +22.8% | -90.8% | -73.9% |
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