+373.7%
EIX vs SBAC
+2,208.1%
-1,834.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -19.1% | -0.8% | -18.3% | -19.0% |
| 30D | -16.9% | +6.9% | -23.8% | -17.5% |
| 3M | -20.0% | -8.2% | -11.8% | -19.3% |
| 6M | -21.3% | -1.6% | -19.7% | -21.5% |
| YTD | -1.7% | -0.1% | -1.6% | -2.1% |
| 1Y | +9.6% | -0.5% | +10.0% | +9.1% |
| 3Y | -3.7% | -9.1% | +5.4% | -3.4% |
| 5Y | +22.6% | -43.8% | +66.4% | +29.0% |
| 10Y | +17.7% | +80.5% | -62.8% | +10.3% |
| All | +373.7% | +2,208.1% | -1,834.5% | +221.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling