+811.4%
SPYM vs EIX
+204.7%
+606.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +2.6% | +1.4% | +1.2% | +2.1% |
| 30D | -2.0% | +8.5% | -10.5% | -4.5% |
| 3M | -2.8% | -13.5% | +10.7% | -0.1% |
| 6M | +2.2% | -12.4% | +14.5% | +4.0% |
| YTD | +11.5% | +5.9% | +5.6% | +6.1% |
| 1Y | +13.5% | +7.6% | +5.9% | +7.2% |
| 3Y | +78.0% | +12.8% | +65.3% | +60.6% |
| 5Y | +73.1% | +19.2% | +53.9% | +51.3% |
| 10Y | +310.9% | +34.9% | +276.0% | +221.4% |
| All | +811.4% | +204.7% | +606.7% | +380.7% |
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 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