-35.6%
SNPS vs RCL
-24.0%
-11.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.7% |
| 3M | -17.2% | -2.8% | -14.4% | -17.4% |
| 6M | -10.4% | -4.4% | -6.0% | -10.7% |
| YTD | -16.5% | -4.2% | -12.4% | -18.1% |
| 1Y | -35.6% | -23.4% | -12.3% | -15.0% |
| All | -35.6% | -24.0% | -11.6% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling