+31.7%
SNPS vs RBA
+45.7%
-14.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.9% |
| 7D | +1.1% | +1.7% | -0.7% | +0.5% |
| 30D | -5.2% | +8.3% | -13.5% | -7.8% |
| 3M | +10.6% | +10.5% | 0.0% | +6.5% |
| 6M | -10.6% | -5.9% | -4.8% | -10.1% |
| YTD | -3.1% | -6.9% | +3.8% | -2.7% |
| 1Y | +15.6% | -4.9% | +20.4% | +15.1% |
| 3Y | -12.9% | +64.5% | -77.4% | -29.6% |
| All | +31.7% | +45.7% | -14.1% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling