+35.4%
EIX vs SBAC
+110.3%
-74.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.8% |
| 7D | -1.5% | -3.4% | +1.9% | -0.3% |
| 30D | +8.1% | +2.6% | +5.5% | +7.0% |
| 3M | -12.1% | +2.6% | -14.7% | -13.2% |
| 6M | -13.4% | -11.5% | -1.9% | -10.3% |
| YTD | +5.6% | -1.6% | +7.2% | +4.1% |
| 1Y | +7.8% | -5.1% | +12.9% | +7.8% |
| 3Y | +9.8% | -9.3% | +19.2% | +9.7% |
| 5Y | +18.8% | -41.0% | +59.8% | +37.8% |
| All | +35.4% | +110.3% | -74.8% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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