+17.5%
SNPS vs RMBS
+266.6%
-249.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -1.1% |
| 7D | -5.5% | +3.0% | -8.4% | -6.6% |
| 30D | -5.8% | -14.4% | +8.7% | -0.3% |
| 3M | -17.2% | -42.8% | +25.6% | -0.1% |
| 6M | -10.4% | -1.4% | -9.0% | -17.5% |
| YTD | -16.5% | -5.4% | -11.1% | -23.5% |
| 1Y | -35.6% | +18.6% | -54.2% | -48.4% |
| 3Y | -14.6% | +57.3% | -71.9% | -45.9% |
| All | +17.5% | +266.6% | -249.1% | -59.2% |
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