+12.8%
EIX vs SAN
+247.1%
-234.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.2% |
| 7D | +1.4% | +4.0% | -2.6% | +0.7% |
| 30D | +8.5% | -7.8% | +16.4% | +9.8% |
| 3M | -13.5% | -16.4% | +2.9% | -11.2% |
| 6M | -12.4% | +3.5% | -15.9% | -13.7% |
| YTD | +5.9% | +6.7% | -0.8% | +2.6% |
| 1Y | +7.6% | +14.5% | -6.9% | +2.4% |
| 3Y | +12.8% | +243.5% | -230.7% | -19.1% |
| All | +12.8% | +247.1% | -234.3% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling