+5,491.2%
SNPS vs ROL
+5,576.7%
-85.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.9% | -5.3% |
| 7D | -10.2% | +11.7% | -21.9% | -13.8% |
| 30D | -12.8% | +27.7% | -40.5% | -20.8% |
| 3M | +9.9% | +3.7% | +6.2% | +7.3% |
| 6M | -12.4% | -27.8% | +15.4% | -2.8% |
| 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% | -14.9% |
| 5Y | +29.2% | +15.6% | +13.6% | +15.9% |
| 10Y | +663.8% | +226.5% | +437.3% | +362.2% |
| All | +5,491.2% | +5,576.7% | -85.4% | +842.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling