-79.6%
SNAP vs EIX
+16.8%
-96.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -10.6% | +1.0% | -11.5% | -10.7% |
| 30D | -19.7% | +8.9% | -28.6% | -21.0% |
| 3M | -6.5% | -9.8% | +3.2% | -5.7% |
| 6M | -17.8% | -10.2% | -7.6% | -17.3% |
| YTD | -38.0% | +5.9% | -44.0% | -40.2% |
| 1Y | -42.5% | +10.9% | -53.4% | -45.1% |
| 3Y | -55.8% | +10.2% | -66.0% | -58.6% |
| 5Y | -90.5% | +17.0% | -107.6% | -91.3% |
| All | -79.6% | +16.8% | -96.3% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling