-34.6%
SNPS vs ROST
+54.0%
-88.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | -11.0% | +0.9% | -12.0% | -11.2% |
| 30D | -1.7% | -8.9% | +7.2% | +0.2% |
| 3M | -20.4% | -0.8% | -19.5% | -20.6% |
| 6M | -8.6% | +8.5% | -17.1% | -11.5% |
| YTD | -16.2% | +28.6% | -44.7% | -22.1% |
| 1Y | -34.6% | +52.3% | -86.9% | -42.4% |
| All | -34.6% | +54.0% | -88.6% | -42.4% |
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