-1.6%
SW vs EIX
+22.1%
-23.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.3% |
| YTD | +18.5% | +7.1% | +11.4% | +15.6% |
| 1Y | +27.1% | +13.3% | +13.9% | +22.5% |
| 3Y | +49.3% | +10.9% | +38.4% | +43.6% |
| 5Y | -1.6% | +21.0% | -22.6% | -1.6% |
| All | -1.6% | +22.1% | -23.7% | -1.6% |
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