+556.6%
SNPS vs ROP
+134.1%
+422.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +1.5% |
| 7D | -5.5% | -5.4% | -0.1% | -1.9% |
| 30D | -5.8% | -1.6% | -4.1% | -4.7% |
| 3M | -17.2% | +18.8% | -36.0% | -27.4% |
| 6M | -10.4% | +8.2% | -18.6% | -16.6% |
| YTD | -16.5% | -10.5% | -6.1% | -11.8% |
| 1Y | -35.6% | -23.7% | -11.9% | -23.3% |
| 3Y | -14.6% | -17.9% | +3.2% | -2.6% |
| 5Y | +16.5% | -15.3% | +31.8% | +30.1% |
| 10Y | +556.6% | +133.4% | +423.2% | +323.6% |
| All | +556.6% | +134.1% | +422.4% | +323.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling