-70.2%
SMR vs EIX
+9.7%
-80.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.3% | -5.5% |
| 7D | +4.7% | +0.8% | +3.9% | +4.8% |
| 30D | +3.2% | -18.8% | +22.0% | +3.0% |
| 3M | +9.9% | -19.7% | +29.6% | +8.9% |
| 6M | -15.1% | -18.2% | +3.1% | -17.2% |
| YTD | -27.9% | -1.7% | -26.2% | -32.1% |
| 1Y | -70.2% | +7.8% | -78.0% | -73.5% |
| All | -70.2% | +9.7% | -80.0% | -73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling