+368.8%
SNXX vs EIX
-7.0%
+375.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.3% | -5.7% | -7.6% |
| 7D | -12.0% | -1.4% | -10.7% | -12.5% |
| 30D | +37.9% | -19.3% | +57.2% | +29.7% |
| 3M | -52.7% | -21.7% | -31.0% | -53.8% |
| 6M | +194.8% | -19.8% | +214.6% | +185.1% |
| All | +368.8% | -7.0% | +375.7% | +583.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling