+66.7%
SNXX vs EIX
+3.8%
+62.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.1% | -18.9% | -14.5% |
| 7D | -47.8% | +4.5% | -52.3% | -46.8% |
| 30D | -66.0% | +15.2% | -81.2% | -64.2% |
| 3M | -57.5% | -11.6% | -45.9% | -59.0% |
| 6M | -66.7% | -8.4% | -58.4% | -65.8% |
| All | +66.7% | +3.8% | +62.9% | +152.4% |
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