+20.3%
SGOV vs EIX
+30.6%
-10.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +0.1% | +0.8% | -0.7% | +0.1% |
| 30D | +0.3% | -18.8% | +19.1% | +0.3% |
| 3M | +0.9% | -19.7% | +20.6% | +0.9% |
| 6M | +1.8% | -18.2% | +20.1% | +1.8% |
| YTD | +2.5% | -1.7% | +4.3% | +2.5% |
| 1Y | +3.8% | +7.8% | -4.0% | +3.8% |
| 3Y | +14.4% | -5.6% | +20.0% | +14.4% |
| 5Y | +20.1% | +23.7% | -3.5% | +20.1% |
| All | +20.3% | +30.6% | -10.4% | +20.2% |
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 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