+17.1%
SNPS vs ROP
-13.6%
+30.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.6% | -1.8% | -2.7% |
| 7D | -11.0% | -4.4% | -6.6% | -7.9% |
| 30D | -1.7% | +3.2% | -5.0% | -3.9% |
| 3M | -20.4% | +23.1% | -43.4% | -33.2% |
| 6M | -8.6% | +13.3% | -21.9% | -18.6% |
| YTD | -16.2% | -7.9% | -8.3% | -10.9% |
| 1Y | -34.6% | -22.1% | -12.5% | -18.1% |
| 3Y | -14.5% | -16.8% | +2.3% | +0.6% |
| All | +17.1% | -13.6% | +30.7% | +29.4% |
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