+5,740.6%
SNPS vs ROST
+50,297.4%
-44,556.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -0.6% | +3.2% | -3.8% | -1.4% |
| 30D | -9.8% | +7.4% | -17.2% | -11.4% |
| 3M | +11.7% | -6.1% | +17.8% | +13.0% |
| 6M | -10.9% | +6.2% | -17.2% | -12.7% |
| YTD | -2.1% | +33.4% | -35.5% | -9.0% |
| 1Y | +14.8% | +48.8% | -34.0% | +3.9% |
| 3Y | -11.3% | +99.5% | -110.9% | -25.3% |
| 5Y | +36.2% | +112.7% | -76.5% | +11.5% |
| 10Y | +684.5% | +316.4% | +368.1% | +441.3% |
| All | +5,740.6% | +50,297.4% | -44,556.8% | +1,390.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling