+4,267.1%
SYY vs EIX
+1,083.9%
+3,183.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -2.3% | -19.1% | +16.8% | +2.0% |
| 30D | -4.9% | -16.9% | +12.0% | -1.6% |
| 3M | +8.4% | -20.0% | +28.4% | +13.1% |
| 6M | -7.4% | -21.3% | +14.0% | -3.1% |
| YTD | +11.0% | -1.7% | +12.7% | +9.5% |
| 1Y | -0.2% | +9.6% | -9.8% | -4.4% |
| 3Y | +23.8% | -3.7% | +27.4% | +20.6% |
| 5Y | +18.1% | +22.6% | -4.5% | +7.3% |
| 10Y | +94.6% | +17.7% | +76.9% | +76.1% |
| All | +4,267.1% | +1,083.9% | +3,183.2% | +1,739.8% |
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