+49.4%
SRE vs EIX
+28.4%
+21.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | -0.5% |
| 7D | +1.4% | +0.9% | +0.5% | +0.8% |
| 30D | +1.9% | -13.5% | +15.4% | +7.0% |
| 3M | -3.3% | -15.3% | +12.0% | +2.4% |
| 6M | -6.4% | -15.3% | +8.9% | -1.0% |
| YTD | -1.8% | +2.7% | -4.5% | -7.0% |
| 1Y | +10.7% | +17.4% | -6.7% | -3.2% |
| 3Y | +31.8% | -1.3% | +33.1% | +24.2% |
| All | +49.4% | +28.4% | +21.1% | +18.0% |
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 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