+52.5%
SNPS vs RDW
0.0%
+52.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +0.8% |
| 7D | -5.5% | +3.6% | -9.1% | -5.8% |
| 30D | -4.5% | -18.4% | +14.0% | -2.6% |
| 3M | -15.5% | -32.1% | +16.6% | -13.1% |
| 6M | -10.1% | +10.9% | -20.9% | -13.8% |
| YTD | -16.3% | +40.8% | -57.1% | -23.0% |
| 1Y | -34.9% | +31.1% | -66.1% | -40.6% |
| 3Y | -14.4% | +245.2% | -259.5% | -36.3% |
| 5Y | +17.9% | -16.7% | +34.6% | -5.8% |
| All | +52.5% | 0.0% | +52.5% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling