+1,409.0%
SRE vs EIX
+414.7%
+994.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -5.6% | -2.5% | -3.1% | -4.7% |
| 30D | -4.5% | +7.7% | -12.2% | -7.3% |
| 3M | -7.7% | -12.9% | +5.1% | -4.2% |
| 6M | -14.4% | -12.7% | -1.7% | -11.4% |
| YTD | -9.4% | +5.5% | -14.8% | -13.1% |
| 1Y | -13.8% | +9.4% | -23.2% | -18.6% |
| 3Y | +22.2% | +9.7% | +12.5% | +13.7% |
| 5Y | +50.5% | +16.9% | +33.5% | +36.5% |
| 10Y | +124.1% | +34.3% | +89.8% | +88.3% |
| All | +1,409.0% | +414.7% | +994.3% | +658.9% |
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