+185.4%
SW vs EIX
+32.7%
+152.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | +4.7% | +2.5% | +2.1% | +4.2% |
| 30D | +5.0% | +14.1% | -9.1% | +2.4% |
| 3M | -7.3% | -9.4% | +2.1% | -6.4% |
| 6M | +15.0% | -9.1% | +24.1% | +16.1% |
| YTD | +18.5% | +7.1% | +11.4% | +15.9% |
| 1Y | +27.1% | +13.3% | +13.9% | +23.0% |
| 3Y | +49.3% | +10.9% | +38.4% | +43.7% |
| 5Y | -1.6% | +21.0% | -22.6% | -7.5% |
| All | +185.4% | +32.7% | +152.6% | +154.9% |
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 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