+556.6%
SNPS vs EIX
+23.2%
+533.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -1.3% |
| 7D | -5.5% | +0.9% | -6.4% | -5.7% |
| 30D | -5.8% | -13.5% | +7.8% | -4.1% |
| 3M | -17.2% | -15.3% | -1.9% | -15.7% |
| 6M | -10.4% | -15.3% | +5.0% | -9.0% |
| YTD | -16.5% | +2.7% | -19.3% | -19.0% |
| 1Y | -35.6% | +17.4% | -53.1% | -39.7% |
| 3Y | -14.6% | -1.3% | -13.3% | -18.8% |
| 5Y | +16.5% | +27.2% | -10.7% | +2.3% |
| 10Y | +556.6% | +22.7% | +533.8% | +446.1% |
| All | +556.6% | +23.2% | +533.4% | +446.1% |
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