+1,507.7%
SRE vs EIX
+379.7%
+1,128.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -1.0% |
| 7D | -0.3% | -19.1% | +18.8% | +6.7% |
| 30D | -0.7% | -16.9% | +16.2% | +5.1% |
| 3M | -6.3% | -20.0% | +13.7% | +0.6% |
| 6M | -10.7% | -21.3% | +10.7% | -3.5% |
| YTD | -3.5% | -1.7% | -1.8% | -4.7% |
| 1Y | +5.3% | +9.6% | -4.3% | -0.7% |
| 3Y | +31.8% | -3.7% | +35.5% | +29.3% |
| 5Y | +47.4% | +22.6% | +24.7% | +31.5% |
| 10Y | +120.6% | +17.7% | +102.9% | +95.2% |
| All | +1,507.7% | +379.7% | +1,128.0% | +732.6% |
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