+559.6%
SNPS vs RBA
+188.3%
+371.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -11.0% | -2.9% | -8.1% | -10.1% |
| 30D | -1.7% | -12.3% | +10.6% | +2.6% |
| 3M | -20.4% | -20.5% | +0.2% | -14.6% |
| 6M | -8.6% | -18.5% | +9.9% | -3.2% |
| YTD | -16.2% | -18.2% | +2.1% | -11.6% |
| 1Y | -34.6% | -27.5% | -7.1% | -28.1% |
| 3Y | -14.5% | +38.1% | -52.5% | -26.3% |
| 5Y | +17.0% | +44.8% | -27.8% | -3.7% |
| All | +559.6% | +188.3% | +371.3% | +315.7% |
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