-0.1%
SW vs EIX
+25.3%
-25.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +3.4% |
| 7D | +12.1% | +4.5% | +7.5% | +11.1% |
| 30D | +6.6% | +15.2% | -8.7% | +3.5% |
| 3M | -6.0% | -11.6% | +5.6% | -4.3% |
| 6M | +21.5% | -8.4% | +29.8% | +22.7% |
| YTD | +20.3% | +8.2% | +12.1% | +17.1% |
| 1Y | +28.1% | +16.6% | +11.6% | +22.8% |
| 3Y | +51.6% | +12.0% | +39.6% | +45.5% |
| 5Y | -0.1% | +24.1% | -24.2% | +1.3% |
| All | -0.1% | +25.3% | -25.4% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling