+691.2%
SNPS vs RBA
+236.6%
+454.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.9% |
| 7D | +0.2% | +2.5% | -2.3% | -0.6% |
| 30D | -8.4% | +11.6% | -20.0% | -11.9% |
| 3M | +12.3% | +1.5% | +10.7% | +11.1% |
| 6M | -9.6% | -6.6% | -3.0% | -8.8% |
| YTD | -0.6% | -6.3% | +5.7% | -0.3% |
| 1Y | +18.7% | -4.0% | +22.6% | +18.0% |
| 3Y | -7.6% | +47.3% | -54.8% | -22.2% |
| 5Y | +34.1% | +47.7% | -13.6% | +9.7% |
| 10Y | +691.2% | +224.7% | +466.5% | +393.0% |
| All | +691.2% | +236.6% | +454.7% | +393.0% |
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