+13.7%
SNPS vs RBA
-3.3%
+17.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.5% |
| 7D | -3.7% | +4.3% | -7.9% | -4.3% |
| 30D | -10.4% | +16.3% | -26.7% | -12.6% |
| 3M | +11.0% | +1.3% | +9.6% | +11.1% |
| 6M | -10.7% | -11.1% | +0.4% | -9.0% |
| YTD | -4.1% | -8.5% | +4.4% | -3.7% |
| 1Y | +13.7% | -2.1% | +15.8% | +15.0% |
| All | +13.7% | -3.3% | +17.0% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling