+28.4%
SNPS vs ROP
+4.2%
+24.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.7% |
| 7D | -10.2% | +9.2% | -19.4% | -15.5% |
| 30D | -12.8% | +35.5% | -48.4% | -30.4% |
| 3M | +9.9% | +24.4% | -14.6% | -6.7% |
| 6M | -12.4% | +38.0% | -50.4% | -32.5% |
| YTD | -6.3% | +11.1% | -17.3% | -13.5% |
| 1Y | +7.6% | +10.9% | -3.3% | -0.8% |
| 3Y | -9.8% | -0.5% | -9.3% | -7.1% |
| All | +28.4% | +4.2% | +24.2% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling