+35.8%
SNPS vs RMBS
+249.4%
-213.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -1.6% |
| 7D | -0.2% | +3.0% | -3.1% | -1.9% |
| 30D | -8.0% | -15.5% | +7.5% | -2.9% |
| 3M | +12.5% | -11.5% | +23.9% | +15.9% |
| 6M | -10.5% | -36.5% | +26.1% | +0.9% |
| YTD | -1.6% | -7.1% | +5.5% | -10.5% |
| 1Y | +16.8% | -18.7% | +35.5% | +11.7% |
| 3Y | -10.9% | +36.2% | -47.1% | -39.6% |
| 5Y | +35.8% | +252.0% | -216.2% | -52.8% |
| All | +35.8% | +249.4% | -213.6% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling