+572.1%
SNPS vs RRX
+216.7%
+355.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.7% |
| 7D | -4.6% | -3.7% | -0.9% | -3.3% |
| 30D | -3.3% | -9.3% | +5.9% | +0.1% |
| 3M | -13.8% | -21.8% | +8.0% | -7.3% |
| 6M | -8.2% | -22.0% | +13.8% | -2.7% |
| YTD | -15.4% | +11.9% | -27.4% | -23.3% |
| 1Y | +2.4% | +11.6% | -9.2% | -7.4% |
| 3Y | -13.5% | +2.2% | -15.7% | -22.6% |
| 5Y | +19.5% | +14.9% | +4.6% | -0.5% |
| All | +572.1% | +216.7% | +355.4% | +254.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling