+13,845.6%
SPGI vs EIX
+1,083.9%
+12,761.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | +0.1% | -19.1% | +19.2% | +4.3% |
| 30D | +8.4% | -16.9% | +25.3% | +12.1% |
| 3M | +11.8% | -20.0% | +31.8% | +16.5% |
| 6M | +5.7% | -21.3% | +27.0% | +10.3% |
| YTD | -9.7% | -1.7% | -8.0% | -11.0% |
| 1Y | -12.5% | +9.6% | -22.0% | -16.1% |
| 3Y | +21.8% | -3.7% | +25.5% | +18.6% |
| 5Y | +8.2% | +22.6% | -14.4% | -1.2% |
| 10Y | +309.5% | +17.7% | +291.8% | +264.7% |
| All | +13,845.6% | +1,083.9% | +12,761.7% | +7,450.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling