+17.9%
EIX vs SBAC
-40.3%
+58.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.9% |
| 7D | +1.0% | +1.2% | -0.2% | +0.6% |
| 30D | +9.1% | +11.2% | -2.1% | +5.3% |
| 3M | -10.2% | +4.5% | -14.7% | -11.7% |
| 6M | -11.2% | -12.2% | +0.9% | -8.0% |
| YTD | +4.5% | -0.1% | +4.6% | +3.0% |
| 1Y | +10.9% | -0.3% | +11.1% | +9.3% |
| 3Y | +8.4% | -8.7% | +17.1% | +8.6% |
| All | +17.9% | -40.3% | +58.3% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling