+572.1%
SNPS vs RMBS
+554.0%
+18.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +2.0% |
| 7D | -4.6% | +1.2% | -5.8% | -5.1% |
| 30D | -3.3% | -11.5% | +8.1% | +1.2% |
| 3M | -13.8% | -38.2% | +24.4% | +1.5% |
| 6M | -8.2% | -4.8% | -3.4% | -14.1% |
| YTD | -15.4% | -7.1% | -8.3% | -21.8% |
| 1Y | +2.4% | +10.7% | -8.3% | -14.4% |
| 3Y | -13.5% | +54.5% | -68.0% | -43.8% |
| 5Y | +19.5% | +261.7% | -242.2% | -50.3% |
| All | +572.1% | +554.0% | +18.1% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RMBS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling