+4,901.1%
SNPS vs RRC
+1,202.2%
+3,698.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.3% |
| 7D | -11.0% | +1.3% | -12.3% | -11.1% |
| 30D | -1.7% | +10.1% | -11.9% | -2.6% |
| 3M | -20.4% | +4.0% | -24.4% | -20.8% |
| 6M | -8.6% | +1.6% | -10.2% | -9.0% |
| YTD | -16.2% | +19.7% | -35.9% | -17.9% |
| 1Y | -34.6% | +21.4% | -56.0% | -36.1% |
| 3Y | -14.5% | +29.7% | -44.1% | -17.4% |
| 5Y | +17.0% | +153.9% | -136.9% | +4.4% |
| 10Y | +560.0% | +10.8% | +549.2% | +478.6% |
| All | +4,901.1% | +1,202.2% | +3,698.9% | +3,280.8% |
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