+5,829.8%
SNPS vs EIX
+978.3%
+4,851.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.5% |
| 7D | +0.2% | +0.7% | -0.5% | +0.1% |
| 30D | -8.4% | +8.8% | -17.2% | -9.7% |
| 3M | +12.3% | -10.9% | +23.2% | +13.4% |
| 6M | -9.6% | -10.3% | +0.7% | -9.1% |
| YTD | -0.6% | +5.8% | -6.4% | -3.2% |
| 1Y | +18.7% | +11.4% | +7.3% | +14.4% |
| 3Y | -7.6% | +11.1% | -18.6% | -12.4% |
| 5Y | +34.1% | +18.5% | +15.6% | +24.9% |
| 10Y | +691.2% | +32.2% | +659.0% | +602.6% |
| All | +5,829.8% | +978.3% | +4,851.5% | +3,363.8% |
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