+561.3%
XLP vs EIX
+441.7%
+119.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | +3.5% | +2.5% | +1.0% | +3.0% |
| 30D | +11.6% | +14.1% | -2.5% | +8.9% |
| 3M | +7.6% | -9.4% | +17.1% | +8.6% |
| 6M | +10.0% | -9.1% | +19.1% | +10.8% |
| YTD | +19.7% | +7.1% | +12.6% | +16.8% |
| 1Y | +23.5% | +13.3% | +10.2% | +19.2% |
| 3Y | +44.0% | +10.9% | +33.1% | +37.8% |
| 5Y | +42.7% | +21.0% | +21.7% | +33.8% |
| 10Y | +131.3% | +33.6% | +97.7% | +107.7% |
| All | +561.3% | +441.7% | +119.5% | +371.7% |
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