+147.8%
SW vs EIX
+17.3%
+130.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.1% |
| 7D | -5.1% | -19.1% | +14.0% | -1.8% |
| 30D | -4.6% | -16.9% | +12.3% | -1.9% |
| 3M | +9.4% | -20.0% | +29.4% | +13.3% |
| 6M | +3.5% | -21.3% | +24.8% | +7.5% |
| YTD | +22.0% | -1.7% | +23.7% | +21.4% |
| 1Y | +2.2% | +9.6% | -7.4% | -0.5% |
| 3Y | +19.6% | -3.7% | +23.3% | +18.0% |
| 5Y | -2.3% | +22.6% | -24.9% | -8.4% |
| All | +147.8% | +17.3% | +130.5% | +124.7% |
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