+112.6%
SPOT vs EIX
+24.3%
+88.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.7% |
| 7D | -6.5% | +4.1% | -10.6% | -7.0% |
| 30D | +2.2% | -15.3% | +17.5% | +3.8% |
| 3M | +5.4% | -18.4% | +23.8% | +7.6% |
| 6M | -4.0% | -16.8% | +12.8% | -2.4% |
| YTD | -9.9% | -0.6% | -9.4% | -11.2% |
| 1Y | -27.3% | +10.7% | -37.9% | -29.8% |
| 3Y | +236.4% | -4.5% | +240.9% | +223.8% |
| 5Y | +112.6% | +24.0% | +88.6% | +81.9% |
| All | +112.6% | +24.3% | +88.3% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling