+4,901.1%
SNPS vs ROST
+48,461.4%
-43,560.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | -20.4% | -0.8% | -19.5% | -20.5% |
| 6M | -8.6% | +8.5% | -17.1% | -10.7% |
| YTD | -16.2% | +28.6% | -44.7% | -21.3% |
| 1Y | -34.6% | +52.3% | -86.9% | -41.1% |
| 3Y | -14.5% | +94.8% | -109.3% | -27.5% |
| 5Y | +17.0% | +110.8% | -93.8% | -3.9% |
| 10Y | +560.0% | +304.5% | +255.5% | +359.3% |
| All | +4,901.1% | +48,461.4% | -43,560.3% | +1,188.6% |
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 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