+54.1%
SNPS vs RDW
-0.7%
+54.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | +0.9% | +0.9% | 0.0% | +0.8% |
| 30D | -3.6% | -21.3% | +17.7% | -1.4% |
| 3M | -12.9% | -37.9% | +24.9% | -9.6% |
| 6M | -8.2% | +12.3% | -20.5% | -12.1% |
| YTD | -15.4% | +39.7% | -55.1% | -22.2% |
| 1Y | -9.3% | +25.7% | -35.0% | -16.8% |
| 3Y | -14.0% | +230.8% | -244.8% | -35.7% |
| 5Y | +19.5% | -8.8% | +28.3% | -5.1% |
| All | +54.1% | -0.7% | +54.8% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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