+51.6%
SW vs EIX
+12.2%
+39.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +3.3% |
| 7D | +12.1% | +4.5% | +7.5% | +10.9% |
| 30D | +6.6% | +15.2% | -8.7% | +3.0% |
| 3M | -6.0% | -11.6% | +5.6% | -3.9% |
| 6M | +21.5% | -8.4% | +29.8% | +22.8% |
| YTD | +20.3% | +8.2% | +12.1% | +15.8% |
| 1Y | +28.1% | +16.6% | +11.6% | +20.8% |
| All | +51.6% | +12.2% | +39.3% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling