+31.7%
SNPS vs ROL
+15.7%
+16.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.3% |
| 7D | +1.1% | +3.0% | -1.9% | +0.3% |
| 30D | -5.2% | +19.8% | -24.9% | -10.0% |
| 3M | +10.6% | +7.9% | +2.7% | +7.8% |
| 6M | -10.6% | -25.6% | +15.0% | -1.6% |
| YTD | -3.1% | -34.1% | +31.1% | +10.8% |
| 1Y | +15.6% | -31.4% | +46.9% | +29.8% |
| 3Y | -12.9% | +4.7% | -17.6% | -18.8% |
| All | +31.7% | +15.7% | +16.0% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling