+556.6%
SNPS vs ROL
+203.4%
+353.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.6% |
| 7D | -5.5% | -3.4% | -2.1% | -4.1% |
| 30D | -5.8% | -6.9% | +1.2% | -3.1% |
| 3M | -17.2% | -24.6% | +7.4% | -7.3% |
| 6M | -10.4% | -39.5% | +29.2% | +10.5% |
| YTD | -16.5% | -41.1% | +24.6% | +3.5% |
| 1Y | -35.6% | -37.9% | +2.3% | -22.3% |
| 3Y | -14.6% | +0.8% | -15.4% | -20.1% |
| 5Y | +16.5% | -4.7% | +21.1% | +8.4% |
| 10Y | +556.6% | +207.9% | +348.7% | +288.4% |
| All | +556.6% | +203.4% | +353.2% | +288.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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