+295.5%
SPGI vs EIX
+23.2%
+272.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.5% | -7.7% | -4.4% |
| 7D | -2.5% | +0.9% | -3.4% | -2.8% |
| 30D | +5.4% | -13.5% | +18.9% | +8.3% |
| 3M | +9.0% | -15.3% | +24.3% | +12.4% |
| 6M | +0.8% | -15.3% | +16.1% | +3.5% |
| YTD | -12.6% | +2.7% | -15.3% | -15.7% |
| 1Y | -16.1% | +17.4% | -33.6% | -22.6% |
| 3Y | +19.0% | -1.3% | +20.3% | +13.5% |
| 5Y | +5.1% | +27.2% | -22.1% | -8.7% |
| 10Y | +295.5% | +22.7% | +272.7% | +228.1% |
| All | +295.5% | +23.2% | +272.3% | +228.1% |
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