+2,558.1%
SNPS vs RMBS
+1,284.9%
+1,273.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.1% |
| 7D | +1.1% | +10.3% | -9.3% | -0.6% |
| 30D | -5.2% | -10.7% | +5.6% | -3.7% |
| 3M | +10.6% | -17.2% | +27.8% | +13.4% |
| 6M | -10.6% | -39.0% | +28.4% | -4.8% |
| YTD | -3.1% | -10.5% | +7.4% | -4.4% |
| 1Y | +15.6% | -11.0% | +26.5% | +14.0% |
| 3Y | -12.9% | +31.3% | -44.3% | -20.9% |
| 5Y | +31.2% | +242.8% | -211.6% | +4.0% |
| 10Y | +663.4% | +536.9% | +126.4% | +452.9% |
| All | +2,558.1% | +1,284.9% | +1,273.2% | +1,032.5% |
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