+4,901.1%
SNPS vs RRX
+3,664.6%
+1,236.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | -11.0% | +3.4% | -14.5% | -11.9% |
| 30D | -1.7% | -11.1% | +9.4% | +1.9% |
| 3M | -20.4% | -23.7% | +3.4% | -14.5% |
| 6M | -8.6% | -22.0% | +13.4% | -3.8% |
| YTD | -16.2% | +16.5% | -32.6% | -22.9% |
| 1Y | -34.6% | +11.5% | -46.1% | -39.1% |
| 3Y | -14.5% | +1.5% | -16.0% | -21.0% |
| 5Y | +17.0% | +18.3% | -1.3% | +2.0% |
| 10Y | +560.0% | +209.8% | +350.2% | +314.2% |
| All | +4,901.1% | +3,664.6% | +1,236.5% | +1,841.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling