+574.2%
SNPS vs ROST
+299.2%
+275.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | -5.5% | -2.2% | -3.2% | -4.7% |
| 30D | -4.5% | -11.4% | +6.9% | -0.5% |
| 3M | -15.5% | -1.6% | -13.9% | -15.5% |
| 6M | -10.1% | +6.8% | -16.9% | -12.9% |
| YTD | -16.3% | +25.8% | -42.1% | -23.7% |
| 1Y | -34.9% | +52.4% | -87.3% | -44.8% |
| 3Y | -14.4% | +94.4% | -108.7% | -34.1% |
| 5Y | +17.9% | +108.2% | -90.3% | -13.8% |
| 10Y | +574.2% | +308.5% | +265.8% | +297.3% |
| All | +574.2% | +299.2% | +275.1% | +297.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling