+125.4%
SU vs EIX
-5.9%
+131.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +1.7% | +0.8% | +0.9% | +1.5% |
| 30D | +9.6% | -18.8% | +28.4% | +11.3% |
| 3M | +11.7% | -19.7% | +31.4% | +13.4% |
| 6M | +21.9% | -18.2% | +40.2% | +23.2% |
| YTD | +58.6% | -1.7% | +60.4% | +55.2% |
| 1Y | +66.5% | +7.8% | +58.8% | +60.3% |
| All | +125.4% | -5.9% | +131.3% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling