+4,901.1%
SNPS vs ROL
+5,152.0%
-250.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | -11.0% | -1.4% | -9.6% | -10.6% |
| 30D | -1.7% | -4.1% | +2.3% | -0.4% |
| 3M | -20.4% | -22.5% | +2.2% | -13.1% |
| 6M | -8.6% | -37.7% | +29.0% | +7.9% |
| YTD | -16.2% | -39.6% | +23.4% | -0.3% |
| 1Y | -34.6% | -36.0% | +1.4% | -24.0% |
| 3Y | -14.5% | -5.1% | -9.3% | -15.6% |
| 5Y | +17.0% | -3.4% | +20.4% | +12.8% |
| 10Y | +560.0% | +215.2% | +344.8% | +307.7% |
| All | +4,901.1% | +5,152.0% | -250.8% | +774.7% |
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 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