+120.0%
SRE vs EIX
+21.5%
+98.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | -0.7% | +0.8% | -1.5% | -1.2% |
| 30D | -1.7% | -18.8% | +17.1% | +7.1% |
| 3M | -7.1% | -19.7% | +12.6% | +1.6% |
| 6M | -8.4% | -18.2% | +9.9% | -0.9% |
| YTD | -3.5% | -1.7% | -1.8% | -6.1% |
| 1Y | +5.4% | +7.8% | -2.4% | -3.0% |
| 3Y | +29.5% | -5.6% | +35.1% | +25.5% |
| 5Y | +48.3% | +23.7% | +24.6% | +22.2% |
| All | +120.0% | +21.5% | +98.5% | +69.5% |
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