+16.5%
SNPS vs ROK
+46.6%
-30.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | -5.5% | +2.8% | -8.3% | -6.9% |
| 30D | -5.8% | -2.4% | -3.4% | -4.6% |
| 3M | -17.2% | -4.7% | -12.5% | -16.0% |
| 6M | -10.4% | +16.8% | -27.1% | -18.8% |
| YTD | -16.5% | +11.4% | -27.9% | -22.9% |
| 1Y | -35.6% | +26.2% | -61.8% | -44.2% |
| 3Y | -14.6% | +51.9% | -66.5% | -35.8% |
| 5Y | +16.5% | +46.4% | -29.9% | -7.5% |
| All | +16.5% | +46.6% | -30.2% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling