+5,491.2%
SNPS vs ROP
+26,613.8%
-21,122.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | -10.2% | +9.2% | -19.4% | -12.7% |
| 30D | -12.8% | +35.5% | -48.4% | -21.2% |
| 3M | +9.9% | +24.4% | -14.6% | +2.1% |
| 6M | -12.4% | +38.0% | -50.4% | -21.8% |
| YTD | -6.3% | +11.1% | -17.3% | -10.7% |
| 1Y | +7.6% | +10.9% | -3.3% | +2.5% |
| 3Y | -9.8% | -0.5% | -9.3% | -10.2% |
| 5Y | +29.2% | +4.5% | +24.7% | +27.6% |
| 10Y | +663.8% | +207.5% | +456.3% | +466.3% |
| All | +5,491.2% | +26,613.8% | -21,122.5% | +1,925.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling