+1,131.2%
EIX vs SAN
+1,664.5%
-533.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.2% | -2.0% |
| 7D | +1.0% | +4.9% | -3.9% | 0.0% |
| 30D | +9.1% | -13.0% | +22.1% | +12.1% |
| 3M | -10.2% | -18.9% | +8.6% | -6.6% |
| 6M | -11.2% | -4.1% | -7.1% | -11.1% |
| YTD | +4.5% | +2.6% | +1.9% | +2.6% |
| 1Y | +10.9% | +16.9% | -6.1% | +5.9% |
| 3Y | +8.4% | +239.1% | -230.6% | -17.9% |
| 5Y | +18.0% | +266.8% | -248.9% | -14.2% |
| 10Y | +30.3% | +246.0% | -215.7% | -9.2% |
| All | +1,131.2% | +1,664.5% | -533.3% | +520.1% |
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 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