-34.6%
SNPS vs ROP
-21.5%
-13.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.6% | -1.8% | -4.3% |
| 7D | -11.0% | -4.4% | -6.6% | -9.7% |
| 30D | -1.7% | +3.2% | -5.0% | -2.3% |
| 3M | -20.4% | +23.1% | -43.4% | -25.4% |
| 6M | -8.6% | +13.3% | -21.9% | -11.5% |
| YTD | -16.2% | -7.9% | -8.3% | -9.9% |
| 1Y | -34.6% | -22.1% | -12.5% | -10.2% |
| All | -34.6% | -21.5% | -13.1% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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