+828.4%
SPYM vs EIX
+182.8%
+645.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +0.1% | -19.1% | +19.2% | +5.5% |
| 30D | +0.1% | -16.9% | +17.0% | +4.3% |
| 3M | +2.0% | -20.0% | +22.0% | +7.2% |
| 6M | +13.1% | -21.3% | +34.4% | +19.2% |
| YTD | +13.6% | -1.7% | +15.3% | +10.8% |
| 1Y | +20.1% | +9.6% | +10.5% | +12.4% |
| 3Y | +77.6% | -3.7% | +81.2% | +69.0% |
| 5Y | +82.5% | +22.6% | +59.9% | +57.4% |
| 10Y | +317.6% | +17.7% | +299.9% | +242.9% |
| All | +828.4% | +182.8% | +645.6% | +402.0% |
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 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