+660.9%
SNPS vs EIX
+35.3%
+625.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +1.1% | +1.4% | -0.3% | +0.8% |
| 30D | -5.2% | +8.5% | -13.7% | -6.5% |
| 3M | +10.6% | -13.5% | +24.0% | +12.5% |
| 6M | -10.6% | -12.4% | +1.7% | -9.7% |
| YTD | -3.1% | +5.9% | -9.0% | -6.5% |
| 1Y | +15.6% | +7.6% | +8.0% | +11.0% |
| 3Y | -12.9% | +12.8% | -25.7% | -19.9% |
| 5Y | +31.2% | +19.2% | +12.0% | +17.6% |
| All | +660.9% | +35.3% | +625.6% | +519.7% |
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