+4,901.1%
SNPS vs EIX
+901.4%
+3,999.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.5% |
| 7D | -11.0% | -19.1% | +8.1% | -8.5% |
| 30D | -1.7% | -16.9% | +15.2% | +0.5% |
| 3M | -20.4% | -20.0% | -0.3% | -18.3% |
| 6M | -8.6% | -21.3% | +12.7% | -6.1% |
| YTD | -16.2% | -1.7% | -14.4% | -17.3% |
| 1Y | -34.6% | +9.6% | -44.1% | -36.9% |
| 3Y | -14.5% | -3.7% | -10.8% | -16.9% |
| 5Y | +17.0% | +22.6% | -5.6% | +8.3% |
| 10Y | +560.0% | +17.7% | +542.3% | +497.9% |
| All | +4,901.1% | +901.4% | +3,999.8% | +2,860.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling