-18.4%
SNOW vs EIX
+16.9%
-35.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +3.7% | -2.5% | +6.2% | +3.9% |
| 30D | -16.4% | +7.7% | -24.1% | -17.0% |
| 3M | -9.9% | -12.9% | +3.0% | -9.3% |
| 6M | +98.8% | -12.7% | +111.5% | +99.2% |
| YTD | +37.3% | +5.5% | +31.9% | +31.2% |
| 1Y | +11.0% | +9.4% | +1.7% | +5.1% |
| 3Y | +87.8% | +9.7% | +78.1% | +69.7% |
| 5Y | -18.4% | +16.9% | -35.3% | -27.4% |
| All | -18.4% | +16.9% | -35.3% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling