+86.2%
SU vs EIX
+18.9%
+67.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.6% | -4.5% |
| 7D | -7.1% | +4.5% | -11.6% | -7.1% |
| 30D | +4.8% | +15.2% | -10.5% | +4.6% |
| 3M | +12.5% | -11.6% | +24.1% | +12.7% |
| 6M | +6.5% | -8.4% | +14.8% | +5.8% |
| YTD | +65.8% | +8.2% | +57.6% | +52.7% |
| 1Y | +86.2% | +16.6% | +69.6% | +65.9% |
| All | +86.2% | +18.9% | +67.2% | +65.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling