+5,491.2%
SNPS vs RRC
+1,459.8%
+4,031.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.7% | -1.2% | -4.6% |
| 7D | -10.2% | -6.9% | -3.3% | -9.6% |
| 30D | -12.8% | +25.4% | -38.3% | -14.7% |
| 3M | +9.9% | +31.9% | -22.1% | +6.9% |
| 6M | -12.4% | +17.2% | -29.6% | -13.9% |
| YTD | -6.3% | +43.4% | -49.7% | -9.8% |
| 1Y | +7.6% | +36.7% | -29.1% | +3.9% |
| 3Y | -9.8% | +38.8% | -48.6% | -13.5% |
| 5Y | +29.2% | +118.3% | -89.0% | +16.8% |
| 10Y | +663.8% | +67.7% | +596.1% | +544.3% |
| All | +5,491.2% | +1,459.8% | +4,031.4% | +3,612.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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