+28.4%
SNPS vs RL
+231.4%
-203.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.3% | +2.5% | -1.9% |
| 7D | -10.2% | -4.7% | -5.5% | -8.5% |
| 30D | -12.8% | +3.6% | -16.4% | -14.1% |
| 3M | +9.9% | +0.5% | +9.3% | +9.2% |
| 6M | -12.4% | +6.6% | -19.0% | -15.8% |
| YTD | -6.3% | +8.8% | -15.1% | -11.3% |
| 1Y | +7.6% | +21.8% | -14.1% | -3.3% |
| 3Y | -9.8% | +245.8% | -255.6% | -50.3% |
| All | +28.4% | +231.4% | -203.0% | -30.8% |
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