+65.0%
SNPS vs ROIV
+232.7%
-167.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.6% |
| 7D | -11.0% | +0.6% | -11.7% | -11.1% |
| 30D | -1.7% | +1.0% | -2.7% | -1.8% |
| 3M | -20.4% | +18.3% | -38.6% | -22.0% |
| 6M | -8.6% | +18.3% | -26.9% | -10.7% |
| YTD | -16.2% | +61.0% | -77.1% | -21.2% |
| 1Y | -34.6% | +177.9% | -212.5% | -42.6% |
| 3Y | -14.5% | +199.1% | -213.5% | -26.6% |
| 5Y | +17.0% | +250.7% | -233.7% | -5.6% |
| All | +65.0% | +232.7% | -167.7% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling