-11.5%
SNPS vs RL
+254.6%
-266.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +5.1% | +2.4% | +2.7% | +4.1% |
| 30D | -6.4% | +4.6% | -11.0% | -8.0% |
| 3M | +12.2% | -1.1% | +13.3% | +12.4% |
| 6M | -9.8% | +16.5% | -26.4% | -16.0% |
| YTD | -1.5% | +11.4% | -12.9% | -7.2% |
| 1Y | +16.0% | +16.1% | -0.1% | +7.1% |
| All | -11.5% | +254.6% | -266.1% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling