+35.8%
SNPS vs ROIV
+421.8%
-386.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | -0.2% | +9.5% | -9.6% | -1.3% |
| 30D | -8.0% | +21.0% | -29.0% | -10.2% |
| 3M | +12.5% | +18.7% | -6.3% | +9.7% |
| 6M | -10.5% | +44.5% | -55.0% | -15.0% |
| YTD | -1.6% | +92.9% | -94.5% | -10.2% |
| 1Y | +16.8% | +100.2% | -83.4% | +6.1% |
| 3Y | -10.9% | +375.0% | -386.0% | -27.6% |
| 5Y | +35.8% | +435.2% | -399.4% | -2.5% |
| All | +35.8% | +421.8% | -386.0% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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