-52.7%
SNAP vs EIX
+10.1%
-62.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.3% | +6.9% |
| 7D | -9.8% | -2.5% | -7.3% | -9.5% |
| 30D | -18.2% | +7.7% | -25.9% | -18.9% |
| 3M | -3.1% | -12.9% | +9.8% | -1.8% |
| 6M | -7.1% | -12.7% | +5.6% | -6.4% |
| YTD | -33.8% | +5.5% | -39.3% | -37.0% |
| 1Y | -39.0% | +9.4% | -48.4% | -42.6% |
| All | -52.7% | +10.1% | -62.8% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling