+5,740.6%
SNPS vs RGEN
+827.9%
+4,912.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.3% |
| 7D | -0.6% | -2.4% | +1.8% | -0.5% |
| 30D | -9.8% | +0.1% | -9.9% | -9.8% |
| 3M | +11.7% | +6.6% | +5.1% | +11.1% |
| 6M | -10.9% | +40.9% | -51.9% | -13.3% |
| YTD | -2.1% | +6.2% | -8.3% | -3.0% |
| 1Y | +14.8% | +19.4% | -4.7% | +12.8% |
| 3Y | -11.3% | +17.9% | -29.3% | -13.4% |
| 5Y | +36.2% | -34.0% | +70.2% | +36.2% |
| 10Y | +684.5% | +453.9% | +230.6% | +613.6% |
| All | +5,740.6% | +827.9% | +4,912.7% | +4,647.7% |
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 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