+2,620.1%
SNPS vs RBA
+4,058.7%
-1,438.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | -10.2% | +7.3% | -17.5% | -11.8% |
| 30D | -12.8% | +16.9% | -29.8% | -16.5% |
| 3M | +9.9% | -0.5% | +10.4% | +9.5% |
| 6M | -12.4% | -10.4% | -2.0% | -10.8% |
| YTD | -6.3% | -7.2% | +1.0% | -5.7% |
| 1Y | +7.6% | -2.2% | +9.9% | +6.7% |
| 3Y | -9.8% | +43.7% | -53.5% | -19.7% |
| 5Y | +29.2% | +38.7% | -9.5% | +14.1% |
| 10Y | +663.8% | +231.7% | +432.0% | +436.8% |
| All | +2,620.1% | +4,058.7% | -1,438.7% | +1,014.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling