+2,956.9%
SPY vs EIX
+819.3%
+2,137.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.9% |
| 7D | -2.7% | +1.0% | -3.7% | -2.9% |
| 30D | -5.4% | +9.1% | -14.5% | -7.3% |
| 3M | -4.1% | -10.2% | +6.1% | -3.0% |
| 6M | +0.7% | -11.2% | +12.0% | +1.8% |
| YTD | +8.7% | +4.5% | +4.2% | +5.4% |
| 1Y | +10.9% | +10.9% | 0.0% | +6.0% |
| 3Y | +75.0% | +8.4% | +66.6% | +65.3% |
| 5Y | +67.8% | +18.0% | +49.8% | +54.5% |
| 10Y | +312.9% | +30.3% | +282.6% | +258.9% |
| All | +2,956.9% | +819.3% | +2,137.6% | +1,688.2% |
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