+79.3%
SPYM vs EIX
+10.1%
+69.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | -0.9% | -2.5% | +1.6% | -0.7% |
| 30D | -2.4% | +7.7% | -10.1% | -3.1% |
| 3M | -1.1% | -12.9% | +11.7% | -0.2% |
| 6M | +3.3% | -12.7% | +16.0% | +4.0% |
| YTD | +12.4% | +5.5% | +6.9% | +9.4% |
| 1Y | +12.5% | +9.4% | +3.2% | +8.8% |
| All | +79.3% | +10.1% | +69.3% | +65.9% |
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 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