+338.6%
SPGI vs EIX
+34.4%
+304.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | -1.4% | -2.5% | +1.2% | -0.7% |
| 30D | +15.3% | +7.7% | +7.6% | +13.0% |
| 3M | +16.5% | -12.9% | +29.4% | +19.4% |
| 6M | +19.8% | -12.7% | +32.5% | +22.3% |
| YTD | -3.2% | +5.5% | -8.7% | -7.4% |
| 1Y | +1.8% | +9.4% | -7.6% | -3.7% |
| 3Y | +30.6% | +9.7% | +20.9% | +20.5% |
| 5Y | +16.0% | +16.9% | -0.9% | +3.8% |
| 10Y | +338.6% | +34.3% | +304.3% | +259.6% |
| All | +338.6% | +34.4% | +304.2% | +259.6% |
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