+31.7%
SNPS vs RCL
+292.5%
-260.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +1.1% | -1.2% | +2.2% | +1.4% |
| 30D | -5.2% | +17.8% | -23.0% | -9.7% |
| 3M | +10.6% | +4.9% | +5.6% | +8.6% |
| 6M | -10.6% | +23.7% | -34.3% | -16.9% |
| YTD | -3.1% | +17.8% | -20.9% | -10.4% |
| 1Y | +15.6% | +28.9% | -13.4% | +3.4% |
| 3Y | -12.9% | +241.9% | -254.8% | -41.8% |
| All | +31.7% | +292.5% | -260.8% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling