-12.9%
SNPS vs EIX
+10.6%
-23.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +1.1% | +1.4% | -0.3% | +1.1% |
| 30D | -5.2% | +8.5% | -13.7% | -4.9% |
| 3M | +10.6% | -13.5% | +24.0% | +10.8% |
| 6M | -10.6% | -12.4% | +1.7% | -10.7% |
| YTD | -3.1% | +5.9% | -9.0% | -4.1% |
| 1Y | +15.6% | +7.6% | +8.0% | +14.2% |
| 3Y | -12.9% | +12.8% | -25.7% | -20.6% |
| All | -12.9% | +10.6% | -23.5% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling