+556.6%
SNPS vs RCL
+344.6%
+212.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -5.5% | -0.5% | -5.0% | -5.4% |
| 30D | -5.8% | -17.3% | +11.6% | -2.2% |
| 3M | -17.2% | -2.8% | -14.4% | -17.1% |
| 6M | -10.4% | -4.4% | -6.0% | -10.3% |
| YTD | -16.5% | -4.2% | -12.4% | -17.2% |
| 1Y | -35.6% | -23.4% | -12.3% | -33.3% |
| 3Y | -14.6% | +179.4% | -194.0% | -31.2% |
| 5Y | +16.5% | +238.8% | -222.3% | -12.6% |
| 10Y | +556.6% | +350.2% | +206.4% | +365.9% |
| All | +556.6% | +344.6% | +212.0% | +365.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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