-34.6%
SNPS vs ROK
+29.3%
-63.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -6.0% |
| 7D | -11.0% | +0.7% | -11.7% | -11.3% |
| 30D | -1.7% | -3.3% | +1.6% | -0.3% |
| 3M | -20.4% | -5.9% | -14.5% | -19.0% |
| 6M | -8.6% | +13.9% | -22.5% | -17.6% |
| YTD | -16.2% | +12.6% | -28.7% | -27.0% |
| 1Y | -34.6% | +28.6% | -63.2% | -57.3% |
| All | -34.6% | +29.3% | -63.9% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling