+77.0%
SO vs EIX
+18.0%
+59.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.2% |
| 7D | -1.5% | +1.0% | -2.4% | -1.8% |
| 30D | +8.1% | +9.1% | -1.0% | +4.8% |
| 3M | +0.2% | -10.2% | +10.5% | +1.9% |
| 6M | +0.4% | -11.2% | +11.6% | +2.2% |
| YTD | +8.5% | +4.5% | +4.0% | +3.0% |
| 1Y | +4.9% | +10.9% | -5.9% | -2.9% |
| 3Y | +47.9% | +8.4% | +39.5% | +32.0% |
| All | +77.0% | +18.0% | +59.0% | +46.0% |
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