+319.7%
SPY vs EIX
+19.9%
+299.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.3% |
| 7D | -0.4% | +4.1% | -4.4% | -1.4% |
| 30D | -1.4% | -15.3% | +13.9% | +1.5% |
| 3M | +3.7% | -18.4% | +22.1% | +7.5% |
| 6M | +13.0% | -16.8% | +29.8% | +16.2% |
| YTD | +12.4% | -0.6% | +12.9% | +9.5% |
| 1Y | +18.5% | +10.7% | +7.9% | +11.6% |
| 3Y | +77.6% | -4.5% | +82.1% | +70.6% |
| 5Y | +81.7% | +24.0% | +57.6% | +59.3% |
| 10Y | +319.7% | +22.9% | +296.7% | +247.8% |
| All | +319.7% | +19.9% | +299.7% | +247.8% |
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