+145.6%
XLK vs EIX
+22.7%
+122.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -0.4% | +0.8% | -1.2% | -0.6% |
| 30D | -0.5% | -18.8% | +18.3% | +2.2% |
| 3M | +5.0% | -19.7% | +24.7% | +7.7% |
| 6M | +32.9% | -18.2% | +51.1% | +35.3% |
| YTD | +29.0% | -1.7% | +30.7% | +25.2% |
| 1Y | +37.8% | +7.8% | +30.1% | +30.3% |
| 3Y | +118.7% | -5.6% | +124.3% | +106.3% |
| 5Y | +145.6% | +23.7% | +121.9% | +111.6% |
| All | +145.6% | +22.7% | +122.9% | +111.6% |
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