+280.4%
SHW vs EIX
+19.9%
+260.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.2% | +2.2% |
| 7D | -3.1% | -1.4% | -1.8% | -2.8% |
| 30D | -10.0% | -19.3% | +9.3% | -5.5% |
| 3M | +2.3% | -21.7% | +23.9% | +8.2% |
| 6M | +0.7% | -19.8% | +20.5% | +5.7% |
| YTD | +0.5% | -3.0% | +3.5% | -1.0% |
| 1Y | -11.5% | +5.1% | -16.6% | -15.2% |
| 3Y | +21.3% | -7.0% | +28.3% | +18.1% |
| 5Y | +12.5% | +22.0% | -9.5% | -0.7% |
| All | +280.4% | +19.9% | +260.6% | +215.4% |
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