+2,199.8%
SNPS vs RMBS
+1,339.3%
+860.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.6% |
| 7D | -11.0% | -0.3% | -10.7% | -11.0% |
| 30D | -1.7% | -12.2% | +10.4% | +0.3% |
| 3M | -20.4% | -49.5% | +29.2% | -12.0% |
| 6M | -8.6% | -7.1% | -1.5% | -9.5% |
| YTD | -16.2% | -7.0% | -9.2% | -17.4% |
| 1Y | -34.6% | +13.3% | -47.9% | -38.0% |
| 3Y | -14.5% | +49.2% | -63.7% | -23.5% |
| 5Y | +17.0% | +250.0% | -233.0% | -7.2% |
| 10Y | +560.0% | +495.1% | +64.9% | +382.8% |
| All | +2,199.8% | +1,339.3% | +860.5% | +878.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling