+4,901.1%
SNPS vs RGEN
+793.9%
+4,107.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.3% |
| 7D | -11.0% | -4.9% | -6.1% | -10.7% |
| 30D | -1.7% | +5.7% | -7.4% | -2.1% |
| 3M | -20.4% | +32.4% | -52.8% | -21.9% |
| 6M | -8.6% | +33.2% | -41.8% | -10.6% |
| YTD | -16.2% | +2.3% | -18.4% | -16.6% |
| 1Y | -34.6% | +39.0% | -73.6% | -36.2% |
| 3Y | -14.5% | -4.6% | -9.8% | -15.4% |
| 5Y | +17.0% | -42.7% | +59.7% | +18.0% |
| 10Y | +560.0% | +433.6% | +126.4% | +502.6% |
| All | +4,901.1% | +793.9% | +4,107.3% | +3,982.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling