-3.6%
SMR vs EIX
+11.0%
-14.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +4.4% | -19.1% | +23.5% | +10.7% |
| 30D | +3.4% | -16.9% | +20.3% | +8.1% |
| 3M | -19.2% | -20.0% | +0.8% | -15.0% |
| 6M | -22.6% | -21.3% | -1.3% | -18.3% |
| YTD | -31.5% | -1.7% | -29.8% | -35.6% |
| 1Y | -73.1% | +9.6% | -82.6% | -76.2% |
| 3Y | +55.0% | -3.7% | +58.6% | +44.7% |
| All | -3.6% | +11.0% | -14.5% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling