-14.0%
SNPS vs RCL
+178.0%
-192.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -11.0% | -5.1% | -5.9% | -9.6% |
| 30D | -1.7% | -19.0% | +17.3% | +4.8% |
| 3M | -20.4% | -9.6% | -10.8% | -18.4% |
| 6M | -8.6% | -6.7% | -1.9% | -8.1% |
| YTD | -16.2% | -3.9% | -12.2% | -18.3% |
| 1Y | -34.6% | -25.1% | -9.5% | -29.3% |
| All | -14.0% | +178.0% | -192.1% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling