+4,901.1%
SNPS vs ROP
+22,060.6%
-17,159.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.6% | -1.8% | -4.3% |
| 7D | -11.0% | -4.4% | -6.6% | -9.7% |
| 30D | -1.7% | +3.2% | -5.0% | -2.6% |
| 3M | -20.4% | +23.1% | -43.4% | -25.7% |
| 6M | -8.6% | +13.3% | -21.9% | -12.7% |
| YTD | -16.2% | -7.9% | -8.3% | -14.8% |
| 1Y | -34.6% | -22.1% | -12.5% | -29.8% |
| 3Y | -14.5% | -16.8% | +2.3% | -9.4% |
| 5Y | +17.0% | -13.5% | +30.5% | +23.3% |
| 10Y | +560.0% | +137.7% | +422.3% | +431.3% |
| All | +4,901.1% | +22,060.6% | -17,159.5% | +1,832.2% |
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