+660.9%
SNPS vs ROP
+185.2%
+475.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.9% |
| 7D | +1.1% | +0.7% | +0.3% | +0.6% |
| 30D | -5.2% | +28.8% | -33.9% | -20.8% |
| 3M | +10.6% | +21.1% | -10.5% | -3.8% |
| 6M | -10.6% | +52.5% | -63.2% | -34.9% |
| YTD | -3.1% | +8.9% | -12.0% | -11.2% |
| 1Y | +15.6% | +8.2% | +7.3% | +6.1% |
| 3Y | -12.9% | -5.2% | -7.8% | -10.8% |
| 5Y | +31.2% | +1.7% | +29.5% | +27.8% |
| All | +660.9% | +185.2% | +475.8% | +357.7% |
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