+17.1%
SNPS vs RL
+238.1%
-221.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.0% | -7.4% | -6.2% |
| 7D | -11.0% | -0.8% | -10.2% | -10.8% |
| 30D | -1.7% | -7.8% | +6.0% | +1.1% |
| 3M | -20.4% | -4.0% | -16.4% | -19.7% |
| 6M | -8.6% | -1.9% | -6.7% | -9.5% |
| YTD | -16.2% | -0.2% | -16.0% | -17.7% |
| 1Y | -34.6% | +10.7% | -45.2% | -38.8% |
| 3Y | -14.5% | +210.8% | -225.2% | -49.4% |
| All | +17.1% | +238.1% | -221.0% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling