+31.7%
SNPS vs RSG
+99.6%
-67.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.1% | +2.5% | -1.4% | +0.4% |
| 30D | -5.2% | +12.7% | -17.9% | -8.8% |
| 3M | +10.6% | +17.9% | -7.4% | +4.3% |
| 6M | -10.6% | +25.0% | -35.6% | -18.2% |
| YTD | -3.1% | +20.8% | -23.9% | -10.6% |
| 1Y | +15.6% | +24.3% | -8.7% | +4.7% |
| 3Y | -12.9% | +65.3% | -78.2% | -34.8% |
| All | +31.7% | +99.6% | -67.9% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling