+663.1%
SNPS vs RBA
+224.6%
+438.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.7% |
| 7D | -3.7% | +4.3% | -7.9% | -5.1% |
| 30D | -10.4% | +16.3% | -26.7% | -15.1% |
| 3M | +11.0% | +1.3% | +9.6% | +9.9% |
| 6M | -10.7% | -11.1% | +0.4% | -8.4% |
| YTD | -4.1% | -8.5% | +4.4% | -3.1% |
| 1Y | +13.7% | -2.1% | +15.8% | +12.1% |
| 3Y | -8.1% | +44.6% | -52.6% | -22.1% |
| 5Y | +32.2% | +36.8% | -4.6% | +10.9% |
| All | +663.1% | +224.6% | +438.5% | +386.2% |
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