+355.7%
SU vs EIX
+22.7%
+333.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +1.7% | +0.8% | +0.9% | +1.4% |
| 30D | +9.6% | -18.8% | +28.4% | +13.2% |
| 3M | +11.7% | -19.7% | +31.4% | +15.5% |
| 6M | +21.9% | -18.2% | +40.2% | +24.9% |
| YTD | +58.6% | -1.7% | +60.4% | +53.8% |
| 1Y | +66.5% | +7.8% | +58.8% | +56.7% |
| 3Y | +121.4% | -5.6% | +127.1% | +110.5% |
| 5Y | +355.7% | +23.7% | +332.1% | +279.9% |
| All | +355.7% | +22.7% | +333.0% | +279.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling