+574.2%
SNPS vs ROK
+343.9%
+230.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -5.5% | +0.2% | -5.6% | -5.6% |
| 30D | -4.5% | -1.8% | -2.7% | -3.7% |
| 3M | -15.5% | -7.2% | -8.3% | -13.2% |
| 6M | -10.1% | +14.2% | -24.2% | -16.7% |
| YTD | -16.3% | +10.6% | -26.9% | -21.6% |
| 1Y | -34.9% | +25.9% | -60.8% | -42.5% |
| 3Y | -14.4% | +50.8% | -65.1% | -32.8% |
| 5Y | +17.9% | +47.0% | -29.2% | -8.6% |
| 10Y | +574.2% | +354.9% | +219.3% | +238.4% |
| All | +574.2% | +343.9% | +230.3% | +238.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling