+28.4%
SNPS vs ROIV
+350.4%
-322.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.2% | -0.7% | -4.4% |
| 7D | -10.2% | -2.4% | -7.8% | -9.9% |
| 30D | -12.8% | +3.1% | -15.9% | -13.2% |
| 3M | +9.9% | +5.8% | +4.0% | +8.7% |
| 6M | -12.4% | +29.3% | -41.7% | -15.7% |
| YTD | -6.3% | +68.8% | -75.0% | -13.1% |
| 1Y | +7.6% | +81.0% | -73.4% | -1.2% |
| 3Y | -9.8% | +294.6% | -304.4% | -25.2% |
| All | +28.4% | +350.4% | -322.0% | -7.3% |
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