+11.2%
SNPS vs ROST
+54.7%
-43.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -0.8% |
| 7D | -3.9% | +7.8% | -11.7% | -4.9% |
| 30D | -5.2% | +8.6% | -13.8% | -6.5% |
| 3M | +14.6% | -1.9% | +16.6% | +15.4% |
| 6M | -6.9% | +9.1% | -16.1% | -9.1% |
| YTD | -1.4% | +37.2% | -38.7% | -9.0% |
| 1Y | +11.2% | +52.7% | -41.5% | +1.2% |
| All | +11.2% | +54.7% | -43.5% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling