+32.2%
EIX vs SAN
+267.2%
-235.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.1% | -4.8% | -0.1% |
| 7D | +0.7% | +8.7% | -8.0% | -1.2% |
| 30D | +8.8% | -6.5% | +15.2% | +10.2% |
| 3M | -10.9% | -14.2% | +3.3% | -8.1% |
| 6M | -10.3% | +2.7% | -13.0% | -11.6% |
| YTD | +5.8% | +8.9% | -3.0% | +2.0% |
| 1Y | +11.4% | +23.4% | -12.0% | +4.0% |
| 3Y | +11.1% | +257.9% | -246.9% | -21.2% |
| 5Y | +18.5% | +297.8% | -279.3% | -20.8% |
| 10Y | +32.2% | +259.6% | -227.4% | -18.7% |
| All | +32.2% | +267.2% | -235.0% | -18.7% |
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