-8.6%
SNPS vs ROST
+7.9%
-16.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | -11.0% | +0.9% | -12.0% | -11.1% |
| 30D | -1.7% | -8.9% | +7.2% | +0.4% |
| 3M | -20.4% | -0.8% | -19.5% | -20.5% |
| 6M | -8.6% | +8.5% | -17.1% | -14.6% |
| All | -8.6% | +7.9% | -16.5% | -14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling