+743.1%
SW vs EIX
+134.2%
+608.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +3.7% |
| 7D | +12.1% | +4.5% | +7.5% | +11.5% |
| 30D | +6.6% | +15.2% | -8.7% | +5.0% |
| 3M | -6.0% | -11.6% | +5.6% | -5.2% |
| 6M | +21.5% | -8.4% | +29.8% | +22.1% |
| YTD | +20.3% | +8.2% | +12.1% | +19.0% |
| 1Y | +28.1% | +16.6% | +11.6% | +25.8% |
| 3Y | +51.6% | +12.0% | +39.6% | +48.9% |
| 5Y | -0.1% | +24.1% | -24.2% | -2.9% |
| 10Y | +189.7% | +34.9% | +154.8% | +176.5% |
| All | +743.1% | +134.2% | +608.9% | +771.9% |
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