+19.4%
SYY vs EIX
+24.3%
-4.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.9% |
| 7D | -0.2% | +4.1% | -4.3% | -1.2% |
| 30D | -2.7% | -15.3% | +12.6% | -0.2% |
| 3M | +5.9% | -18.4% | +24.3% | +9.5% |
| 6M | -2.3% | -16.8% | +14.5% | +0.2% |
| YTD | +13.1% | -0.6% | +13.6% | +10.2% |
| 1Y | +3.8% | +10.7% | -6.9% | -2.1% |
| 3Y | +26.7% | -4.5% | +31.2% | +22.4% |
| 5Y | +19.4% | +24.0% | -4.6% | +8.3% |
| All | +19.4% | +24.3% | -4.9% | +8.3% |
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