+5,620.1%
SNPS vs ROP
+25,897.7%
-20,277.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.9% | +5.2% | +3.2% |
| 7D | -3.7% | +2.1% | -5.8% | -4.4% |
| 30D | -10.4% | +32.9% | -43.3% | -18.5% |
| 3M | +11.0% | +20.3% | -9.4% | +4.1% |
| 6M | -10.7% | +36.8% | -47.5% | -20.1% |
| YTD | -4.1% | +8.1% | -12.2% | -7.9% |
| 1Y | +13.7% | +8.3% | +5.5% | +9.1% |
| 3Y | -8.1% | -3.2% | -4.8% | -7.7% |
| 5Y | +32.2% | +1.7% | +30.5% | +31.5% |
| 10Y | +681.4% | +199.2% | +482.2% | +484.0% |
| All | +5,620.1% | +25,897.7% | -20,277.5% | +1,988.7% |
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 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