+35.1%
EIX vs SAN
+255.1%
-220.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +1.0% | +10.8% | -9.8% | -1.4% |
| 30D | +8.9% | -5.7% | +14.6% | +10.1% |
| 3M | -9.8% | -13.4% | +3.7% | -7.2% |
| 6M | -10.2% | +3.5% | -13.7% | -11.7% |
| YTD | +5.9% | +9.7% | -3.8% | +1.9% |
| 1Y | +10.9% | +20.9% | -10.0% | +4.1% |
| 3Y | +10.2% | +254.3% | -244.1% | -21.6% |
| 5Y | +17.0% | +304.2% | -287.2% | -22.0% |
| 10Y | +35.1% | +260.2% | -225.1% | -17.1% |
| All | +35.1% | +255.1% | -220.0% | -17.1% |
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