+22.7%
EIX vs SAN
+338.5%
-315.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.6% |
| 7D | +0.9% | +3.3% | -2.4% | +0.1% |
| 30D | -13.5% | +1.1% | -14.6% | -13.8% |
| 3M | -15.3% | +22.2% | -37.5% | -19.4% |
| 6M | -15.3% | +36.0% | -51.3% | -21.8% |
| YTD | +2.7% | +28.2% | -25.5% | -4.3% |
| 1Y | +17.4% | +54.1% | -36.7% | +4.5% |
| 3Y | -1.3% | +354.2% | -355.6% | -33.6% |
| 5Y | +27.2% | +387.3% | -360.1% | -18.9% |
| 10Y | +22.7% | +334.8% | -312.1% | -29.4% |
| All | +22.7% | +338.5% | -315.8% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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