+314.6%
SPYM vs EIX
+21.5%
+293.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -2.0% | +0.8% | -2.8% | -2.2% |
| 30D | -1.6% | -18.8% | +17.2% | +2.4% |
| 3M | +4.7% | -19.7% | +24.4% | +9.0% |
| 6M | +12.6% | -18.2% | +30.8% | +16.3% |
| YTD | +11.8% | -1.7% | +13.5% | +9.2% |
| 1Y | +17.5% | +7.8% | +9.8% | +11.4% |
| 3Y | +77.0% | -5.6% | +82.6% | +70.4% |
| 5Y | +82.6% | +23.7% | +58.9% | +59.8% |
| All | +314.6% | +21.5% | +293.1% | +247.0% |
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