+755.0%
SW vs EIX
+112.7%
+642.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.2% |
| 7D | -5.1% | -19.1% | +14.0% | -3.3% |
| 30D | -4.6% | -16.9% | +12.3% | -3.1% |
| 3M | +9.4% | -20.0% | +29.4% | +11.6% |
| 6M | +3.5% | -21.3% | +24.8% | +5.7% |
| YTD | +22.0% | -1.7% | +23.7% | +21.9% |
| 1Y | +2.2% | +9.6% | -7.4% | +1.1% |
| 3Y | +19.6% | -3.7% | +23.3% | +19.1% |
| 5Y | -2.3% | +22.6% | -24.9% | -4.5% |
| 10Y | +181.4% | +17.7% | +163.7% | +170.6% |
| All | +755.0% | +112.7% | +642.3% | +793.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling