+691.2%
SNPS vs RL
+397.7%
+293.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.2% | +2.0% |
| 7D | +0.2% | +0.2% | -0.1% | +0.1% |
| 30D | -8.4% | +7.3% | -15.8% | -10.3% |
| 3M | +12.3% | +1.0% | +11.2% | +11.7% |
| 6M | -9.6% | +11.8% | -21.4% | -13.1% |
| YTD | -0.6% | +13.6% | -14.2% | -5.2% |
| 1Y | +18.7% | +24.0% | -5.4% | +10.1% |
| 3Y | -7.6% | +256.6% | -264.1% | -36.4% |
| 5Y | +34.1% | +240.2% | -206.1% | -8.8% |
| 10Y | +691.2% | +373.0% | +318.3% | +391.7% |
| All | +691.2% | +397.7% | +293.6% | +391.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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