+75.7%
SPYM vs EIX
+16.9%
+58.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -0.9% | -2.5% | +1.6% | -0.4% |
| 30D | -2.4% | +7.7% | -10.1% | -3.7% |
| 3M | -1.1% | -12.9% | +11.7% | +0.6% |
| 6M | +3.3% | -12.7% | +16.0% | +4.6% |
| YTD | +12.4% | +5.5% | +6.9% | +7.8% |
| 1Y | +12.5% | +9.4% | +3.2% | +6.8% |
| 3Y | +79.1% | +9.7% | +69.4% | +62.9% |
| 5Y | +75.7% | +16.9% | +58.8% | +51.7% |
| All | +75.7% | +16.9% | +58.8% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling