+155.9%
SO vs EIX
+23.2%
+132.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | -0.9% |
| 7D | +1.0% | +0.9% | +0.1% | +0.5% |
| 30D | -3.2% | -13.5% | +10.3% | +0.6% |
| 3M | -1.7% | -15.3% | +13.5% | +2.8% |
| 6M | -7.2% | -15.3% | +8.1% | -3.0% |
| YTD | +4.6% | +2.7% | +1.8% | -0.3% |
| 1Y | +1.2% | +17.4% | -16.2% | -9.7% |
| 3Y | +45.3% | -1.3% | +46.6% | +36.3% |
| 5Y | +58.7% | +27.2% | +31.5% | +30.0% |
| 10Y | +155.9% | +22.7% | +133.1% | +92.3% |
| All | +155.9% | +23.2% | +132.7% | +92.3% |
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 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