+5,491.2%
SNPS vs EIX
+991.5%
+4,499.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.7% |
| 7D | -10.2% | +2.5% | -12.7% | -10.5% |
| 30D | -12.8% | +14.1% | -26.9% | -14.7% |
| 3M | +9.9% | -9.4% | +19.3% | +10.7% |
| 6M | -12.4% | -9.1% | -3.3% | -12.1% |
| YTD | -6.3% | +7.1% | -13.4% | -8.9% |
| 1Y | +7.6% | +13.3% | -5.6% | +3.5% |
| 3Y | -9.8% | +10.9% | -20.6% | -14.4% |
| 5Y | +29.2% | +21.0% | +8.3% | +20.0% |
| 10Y | +663.8% | +33.6% | +630.2% | +577.1% |
| All | +5,491.2% | +991.5% | +4,499.7% | +3,159.8% |
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