+574.2%
SNPS vs RGEN
+402.3%
+172.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.9% |
| 7D | -5.5% | -4.6% | -0.9% | -4.1% |
| 30D | -4.5% | +1.2% | -5.6% | -4.9% |
| 3M | -15.5% | +26.8% | -42.3% | -22.3% |
| 6M | -10.1% | +29.1% | -39.1% | -18.6% |
| YTD | -16.3% | +0.7% | -17.0% | -18.1% |
| 1Y | -34.9% | +39.1% | -74.0% | -43.0% |
| 3Y | -14.4% | +2.2% | -16.6% | -22.1% |
| 5Y | +17.9% | -44.0% | +61.9% | +22.1% |
| 10Y | +574.2% | +412.7% | +161.5% | +297.7% |
| All | +574.2% | +402.3% | +172.0% | +297.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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