+79.7%
SPY vs EIX
-3.4%
+83.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +0.1% | -19.1% | +19.2% | +2.1% |
| 30D | +0.1% | -16.9% | +17.0% | +1.6% |
| 3M | +2.0% | -20.0% | +22.0% | +3.9% |
| 6M | +13.0% | -21.3% | +34.3% | +15.3% |
| YTD | +13.5% | -1.7% | +15.3% | +11.3% |
| 1Y | +20.0% | +9.6% | +10.4% | +15.0% |
| All | +79.7% | -3.4% | +83.2% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling