+675.0%
SNPS vs RBA
+209.3%
+465.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | -8.0% | +9.0% | -17.0% | -10.8% |
| 3M | +12.5% | +7.2% | +5.3% | +9.3% |
| 6M | -10.5% | -7.8% | -2.7% | -9.3% |
| YTD | -1.6% | -6.4% | +4.7% | -1.3% |
| 1Y | +16.8% | -4.2% | +21.0% | +16.2% |
| 3Y | -10.9% | +64.1% | -75.0% | -27.6% |
| 5Y | +35.8% | +48.4% | -12.6% | +10.8% |
| 10Y | +675.0% | +209.9% | +465.1% | +380.5% |
| All | +675.0% | +209.3% | +465.6% | +380.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling