+11.2%
SNPS vs RRX
+30.0%
-18.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.7% | +0.7% |
| 7D | -3.9% | +7.6% | -11.6% | -5.4% |
| 30D | -5.2% | +7.5% | -12.7% | -6.7% |
| 3M | +14.6% | -21.0% | +35.7% | +17.8% |
| 6M | -6.9% | -18.1% | +11.1% | -5.5% |
| YTD | -1.4% | +24.3% | -25.7% | -3.7% |
| 1Y | +11.2% | +29.3% | -18.1% | +9.4% |
| All | +11.2% | +30.0% | -18.8% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling