-35.6%
SNPS vs ROL
-37.3%
+1.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | -0.4% |
| 7D | -5.5% | -3.4% | -2.1% | -5.5% |
| 30D | -5.8% | -6.9% | +1.2% | -5.5% |
| 3M | -17.2% | -24.6% | +7.4% | -15.6% |
| 6M | -10.4% | -39.5% | +29.2% | -5.1% |
| YTD | -16.5% | -41.1% | +24.6% | -11.2% |
| 1Y | -35.6% | -37.9% | +2.3% | -30.7% |
| All | -35.6% | -37.3% | +1.6% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling