+88.9%
SMR vs EIX
0.0%
+88.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.5% | +10.7% | +13.5% |
| 7D | +21.4% | +0.9% | +20.5% | +20.9% |
| 30D | +13.8% | -13.5% | +27.4% | +17.6% |
| 3M | +3.9% | -15.3% | +19.2% | +7.2% |
| 6M | -4.2% | -15.3% | +11.1% | -1.9% |
| YTD | -21.1% | +2.7% | -23.8% | -28.7% |
| 1Y | -67.1% | +17.4% | -84.5% | -73.0% |
| 3Y | +88.9% | -1.3% | +90.2% | +87.9% |
| All | +88.9% | 0.0% | +88.9% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling