-77.8%
SNAP vs EIX
+13.2%
-91.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -1.6% |
| 7D | +1.5% | +0.9% | +0.6% | +1.2% |
| 30D | +1.9% | -13.5% | +15.4% | +3.7% |
| 3M | -3.9% | -15.3% | +11.4% | -2.0% |
| 6M | +5.2% | -15.3% | +20.6% | +7.0% |
| YTD | -32.7% | +2.7% | -35.4% | -34.7% |
| 1Y | -24.8% | +17.4% | -42.2% | -29.5% |
| 3Y | -42.2% | -1.3% | -40.8% | -44.6% |
| 5Y | -92.7% | +27.2% | -119.9% | -93.3% |
| All | -77.8% | +13.2% | -91.0% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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