-4.1%
EIX vs SBAC
-7.2%
+3.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | -19.1% | -0.8% | -18.3% | -18.9% |
| 30D | -16.9% | +6.9% | -23.8% | -18.4% |
| 3M | -20.0% | -8.2% | -11.8% | -18.2% |
| 6M | -21.3% | -1.6% | -19.7% | -21.3% |
| YTD | -1.7% | -0.1% | -1.6% | -2.3% |
| 1Y | +9.6% | -0.5% | +10.0% | +9.0% |
| All | -4.1% | -7.2% | +3.1% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling