+2,533.0%
SNPS vs RL
+1,573.0%
+960.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -0.6% | +1.3% | -2.0% | -1.0% |
| 30D | -9.8% | +7.6% | -17.4% | -11.6% |
| 3M | +11.7% | -1.5% | +13.2% | +11.9% |
| 6M | -10.9% | +12.1% | -23.0% | -14.2% |
| YTD | -2.1% | +13.9% | -16.0% | -6.3% |
| 1Y | +14.8% | +20.7% | -5.9% | +8.1% |
| 3Y | -11.3% | +260.6% | -271.9% | -37.6% |
| 5Y | +36.2% | +248.9% | -212.6% | -4.7% |
| 10Y | +684.5% | +355.9% | +328.6% | +374.5% |
| All | +2,533.0% | +1,573.0% | +960.0% | +772.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling