+2,598.5%
SNPS vs RMBS
+1,337.6%
+1,260.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.4% |
| 7D | -0.2% | +3.0% | -3.1% | -0.8% |
| 30D | -8.0% | -15.5% | +7.5% | -5.8% |
| 3M | +12.5% | -11.5% | +23.9% | +14.1% |
| 6M | -10.5% | -36.5% | +26.1% | -5.3% |
| YTD | -1.6% | -7.1% | +5.5% | -3.5% |
| 1Y | +16.8% | -18.7% | +35.5% | +16.8% |
| 3Y | -10.9% | +36.2% | -47.1% | -19.5% |
| 5Y | +35.8% | +252.0% | -216.2% | +7.1% |
| 10Y | +675.0% | +561.2% | +113.8% | +457.9% |
| All | +2,598.5% | +1,337.6% | +1,260.9% | +1,042.8% |
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 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