-22.9%
SPOT vs EIX
+7.5%
-30.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.1% |
| 7D | -0.9% | -19.1% | +18.2% | -1.0% |
| 30D | +12.5% | -16.9% | +29.4% | +12.5% |
| 3M | +9.9% | -20.0% | +29.9% | +10.4% |
| 6M | +1.6% | -21.3% | +22.9% | +0.7% |
| YTD | -6.6% | -1.7% | -4.9% | -1.9% |
| 1Y | -22.9% | +9.6% | -32.5% | -16.4% |
| All | -22.9% | +7.5% | -30.5% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling