+572.5%
SNPS vs RSG
+428.9%
+143.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -3.6% | +4.0% | -7.6% | -5.8% |
| 3M | -12.9% | +7.4% | -20.3% | -16.8% |
| 6M | -8.2% | +0.1% | -8.3% | -9.5% |
| YTD | -15.4% | +6.0% | -21.4% | -19.5% |
| 1Y | -9.3% | -3.0% | -6.3% | -9.4% |
| 3Y | -14.0% | +56.5% | -70.4% | -37.2% |
| 5Y | +19.5% | +90.9% | -71.4% | -24.3% |
| All | +572.5% | +428.9% | +143.6% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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