+379.5%
SE vs EIX
+13.7%
+365.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.7% |
| 7D | +3.3% | +0.7% | +2.6% | +3.1% |
| 30D | -18.2% | +8.8% | -26.9% | -19.7% |
| 3M | -31.3% | -10.9% | -20.4% | -30.0% |
| 6M | -10.1% | -10.3% | +0.2% | -9.1% |
| YTD | -38.9% | +5.8% | -44.7% | -40.9% |
| 1Y | -48.0% | +11.4% | -59.4% | -50.4% |
| 3Y | +78.8% | +11.1% | +67.8% | +66.3% |
| 5Y | -77.1% | +18.5% | -95.6% | -79.2% |
| All | +379.5% | +13.7% | +365.7% | +266.1% |
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