-53.7%
SMR vs EIX
+19.6%
-73.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -8.3% | +1.4% | -9.6% | -8.7% |
| 30D | -20.1% | +8.5% | -28.6% | -22.6% |
| 3M | -52.7% | -13.5% | -39.2% | -51.2% |
| 6M | -61.0% | -12.4% | -48.7% | -60.5% |
| YTD | -67.1% | +5.9% | -73.0% | -69.9% |
| 1Y | -79.9% | +7.6% | -87.5% | -81.7% |
| 3Y | +101.7% | +12.8% | +89.0% | +77.4% |
| All | -53.7% | +19.6% | -73.2% | -58.5% |
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