+1,058.2%
EIX vs SAN
+2,116.5%
-1,058.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -19.1% | +1.8% | -20.9% | -19.4% |
| 30D | -16.9% | +2.0% | -18.9% | -17.3% |
| 3M | -20.0% | +19.7% | -39.7% | -23.1% |
| 6M | -21.3% | +30.6% | -52.0% | -26.0% |
| YTD | -1.7% | +28.8% | -30.6% | -7.7% |
| 1Y | +9.6% | +57.8% | -48.2% | -1.4% |
| 3Y | -3.7% | +338.1% | -341.8% | -30.6% |
| 5Y | +22.6% | +384.2% | -361.6% | -15.8% |
| 10Y | +17.7% | +353.1% | -335.5% | -22.2% |
| All | +1,058.2% | +2,116.5% | -1,058.3% | +458.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling