+28.4%
SNPS vs ROL
+15.5%
+12.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.9% | -5.1% |
| 7D | -10.2% | +11.7% | -21.9% | -12.8% |
| 30D | -12.8% | +27.7% | -40.5% | -18.9% |
| 3M | +9.9% | +3.7% | +6.2% | +8.5% |
| 6M | -12.4% | -27.8% | +15.4% | -2.6% |
| YTD | -6.3% | -34.7% | +28.4% | +7.4% |
| 1Y | +7.6% | -34.1% | +41.7% | +22.8% |
| 3Y | -9.8% | +5.9% | -15.7% | -16.2% |
| All | +28.4% | +15.5% | +12.9% | +6.0% |
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