+2,333.0%
SNPS vs RBA
+3,565.6%
-1,232.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -11.0% | -2.9% | -8.1% | -10.3% |
| 30D | -1.7% | -12.3% | +10.6% | +1.5% |
| 3M | -20.4% | -20.5% | +0.2% | -16.0% |
| 6M | -8.6% | -18.5% | +9.9% | -4.4% |
| YTD | -16.2% | -18.2% | +2.1% | -12.6% |
| 1Y | -34.6% | -27.5% | -7.1% | -29.7% |
| 3Y | -14.5% | +38.1% | -52.5% | -22.8% |
| 5Y | +17.0% | +44.8% | -27.8% | +2.6% |
| 10Y | +560.0% | +187.1% | +372.9% | +382.5% |
| All | +2,333.0% | +3,565.6% | -1,232.6% | +933.6% |
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