+1.5%
SMR vs EIX
+10.9%
-9.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.3% | -5.1% |
| 7D | +4.7% | +0.8% | +3.9% | +4.7% |
| 30D | +3.2% | -18.8% | +22.0% | +9.1% |
| 3M | +9.9% | -19.7% | +29.6% | +15.9% |
| 6M | -15.1% | -18.2% | +3.1% | -11.8% |
| YTD | -27.9% | -1.7% | -26.2% | -32.1% |
| 1Y | -70.2% | +7.8% | -78.0% | -73.4% |
| 3Y | +72.5% | -5.6% | +78.1% | +62.4% |
| All | +1.5% | +10.9% | -9.4% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling