+265.2%
SU vs EIX
+19.9%
+245.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | +2.2% | -1.4% | +3.6% | +2.6% |
| 30D | +8.4% | -19.3% | +27.7% | +13.8% |
| 3M | +12.1% | -21.7% | +33.8% | +18.5% |
| 6M | +19.7% | -19.8% | +39.5% | +25.0% |
| YTD | +58.4% | -3.0% | +61.5% | +54.5% |
| 1Y | +67.2% | +5.1% | +62.1% | +58.1% |
| 3Y | +125.0% | -7.0% | +132.0% | +115.7% |
| 5Y | +355.1% | +22.0% | +333.0% | +287.8% |
| All | +265.2% | +19.9% | +245.3% | +199.2% |
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