+1,127.7%
RSP vs SNPS
+1,483.3%
-355.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +1.3% |
| 7D | -0.8% | -11.0% | +10.3% | +3.0% |
| 30D | -0.3% | -1.7% | +1.4% | -0.4% |
| 3M | +4.3% | -20.4% | +24.6% | +11.3% |
| 6M | +8.8% | -8.6% | +17.4% | +9.8% |
| YTD | +15.3% | -16.2% | +31.4% | +19.0% |
| 1Y | +18.3% | -34.6% | +52.9% | +26.5% |
| 3Y | +52.8% | -14.5% | +67.3% | +39.9% |
| 5Y | +51.7% | +17.0% | +34.7% | +17.9% |
| 10Y | +208.5% | +560.0% | -351.6% | +11.7% |
| All | +1,127.7% | +1,483.3% | -355.5% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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