+27.1%
SW vs EIX
+14.4%
+12.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | +4.7% | +2.5% | +2.1% | +4.1% |
| 30D | +5.0% | +14.1% | -9.1% | +2.2% |
| 3M | -7.3% | -9.4% | +2.1% | -6.2% |
| 6M | +15.0% | -9.1% | +24.1% | +16.0% |
| YTD | +18.5% | +7.1% | +11.4% | +6.5% |
| 1Y | +27.1% | +13.3% | +13.9% | +11.8% |
| All | +27.1% | +14.4% | +12.7% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling