-79.4%
SNAP vs EIX
+16.7%
-96.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | -7.3% | +0.7% | -8.1% | -7.4% |
| 30D | -18.9% | +8.8% | -27.7% | -20.2% |
| 3M | -5.3% | -10.9% | +5.7% | -4.1% |
| 6M | -16.9% | -10.3% | -6.7% | -16.4% |
| YTD | -37.4% | +5.8% | -43.3% | -39.6% |
| 1Y | -38.5% | +11.4% | -49.9% | -41.4% |
| 3Y | -55.1% | +11.1% | -66.1% | -58.0% |
| 5Y | -90.8% | +18.5% | -109.3% | -91.5% |
| All | -79.4% | +16.7% | -96.0% | -82.6% |
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