+788.5%
XLK vs EIX
+19.9%
+768.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.6% |
| 7D | +0.2% | -1.4% | +1.6% | +0.5% |
| 30D | -0.6% | -19.3% | +18.7% | +3.2% |
| 3M | +2.6% | -21.7% | +24.2% | +7.0% |
| 6M | +34.0% | -19.8% | +53.8% | +38.5% |
| YTD | +30.7% | -3.0% | +33.7% | +27.8% |
| 1Y | +39.2% | +5.1% | +34.1% | +32.6% |
| 3Y | +120.4% | -7.0% | +127.4% | +111.9% |
| 5Y | +148.8% | +22.0% | +126.8% | +118.0% |
| All | +788.5% | +19.9% | +768.6% | +632.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling