+404.4%
SNXX vs EIX
-5.7%
+410.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.2% | -6.8% | -8.5% |
| 7D | +16.8% | +0.8% | +16.0% | +17.2% |
| 30D | +65.3% | -18.8% | +84.1% | +55.9% |
| 3M | -34.8% | -19.7% | -15.1% | -35.7% |
| 6M | +255.1% | -18.2% | +273.4% | +248.0% |
| All | +404.4% | -5.7% | +410.1% | +639.6% |
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