+182.7%
SW vs EIX
+29.5%
+153.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.5% | -0.5% |
| 7D | +2.3% | +1.0% | +1.3% | +2.1% |
| 30D | +6.8% | +9.1% | -2.3% | +5.1% |
| 3M | -5.2% | -10.2% | +5.0% | -4.1% |
| 6M | +7.4% | -11.2% | +18.7% | +8.9% |
| YTD | +17.4% | +4.5% | +12.9% | +15.4% |
| 1Y | +27.1% | +10.9% | +16.2% | +23.5% |
| 3Y | +47.9% | +8.4% | +39.4% | +43.0% |
| 5Y | -2.6% | +18.0% | -20.5% | -7.9% |
| All | +182.7% | +29.5% | +153.2% | +153.7% |
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