+334.3%
SPGI vs EIX
+30.9%
+303.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.3% |
| 7D | -0.9% | +0.7% | -1.6% | -1.0% |
| 30D | +15.5% | +8.8% | +6.8% | +12.9% |
| 3M | +15.7% | -10.9% | +26.6% | +17.8% |
| 6M | +19.1% | -10.3% | +29.4% | +20.5% |
| YTD | -4.1% | +5.8% | -9.9% | -8.2% |
| 1Y | +1.2% | +11.4% | -10.2% | -4.8% |
| 3Y | +31.6% | +11.1% | +20.5% | +21.0% |
| 5Y | +12.4% | +18.5% | -6.0% | +0.2% |
| 10Y | +334.3% | +32.2% | +302.1% | +256.8% |
| All | +334.3% | +30.9% | +303.3% | +256.8% |
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