+61,756.5%
SU vs EIX
+1,137.3%
+60,619.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | +0.6% |
| 7D | -1.0% | +0.9% | -1.9% | -1.0% |
| 30D | +13.7% | -13.5% | +27.2% | +14.3% |
| 3M | +8.0% | -15.3% | +23.3% | +8.7% |
| 6M | +21.0% | -15.3% | +36.3% | +21.7% |
| YTD | +56.2% | +2.7% | +53.5% | +55.3% |
| 1Y | +72.2% | +17.4% | +54.8% | +69.8% |
| 3Y | +118.1% | -1.3% | +119.4% | +116.5% |
| 5Y | +350.3% | +27.2% | +323.1% | +341.7% |
| 10Y | +248.5% | +22.7% | +225.7% | +240.6% |
| All | +61,756.5% | +1,137.3% | +60,619.2% | +23,952.6% |
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