+16.5%
SNPS vs ROST
+111.1%
-94.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -5.5% | +0.2% | -5.7% | -5.6% |
| 30D | -5.8% | -10.0% | +4.2% | -2.0% |
| 3M | -17.2% | +1.2% | -18.4% | -18.1% |
| 6M | -10.4% | +8.9% | -19.3% | -14.2% |
| YTD | -16.5% | +28.1% | -44.6% | -25.4% |
| 1Y | -35.6% | +53.0% | -88.6% | -46.8% |
| 3Y | -14.6% | +97.9% | -112.5% | -37.4% |
| 5Y | +16.5% | +112.0% | -95.5% | -20.6% |
| All | +16.5% | +111.1% | -94.6% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling