+15.9%
SNPS vs EIX
+9.4%
+6.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.4% |
| 7D | -0.2% | -2.5% | +2.4% | -0.5% |
| 30D | -8.0% | +7.7% | -15.7% | -7.1% |
| 3M | +12.5% | -12.9% | +25.3% | +12.2% |
| 6M | -10.5% | -12.7% | +2.2% | -11.0% |
| YTD | -1.6% | +5.5% | -7.1% | +0.6% |
| All | +15.9% | +9.4% | +6.5% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling