+1,660.2%
SNPS vs RSG
+2,015.2%
-355.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.1% |
| 7D | -11.0% | +0.3% | -11.3% | -11.1% |
| 30D | -1.7% | +7.6% | -9.3% | -3.9% |
| 3M | -20.4% | +7.4% | -27.8% | -22.3% |
| 6M | -8.6% | -3.3% | -5.3% | -8.4% |
| YTD | -16.2% | +6.0% | -22.2% | -18.3% |
| 1Y | -34.6% | -3.7% | -30.9% | -34.5% |
| 3Y | -14.5% | +59.1% | -73.6% | -26.5% |
| 5Y | +17.0% | +89.0% | -72.0% | -4.5% |
| 10Y | +560.0% | +412.5% | +147.5% | +314.0% |
| All | +1,660.2% | +2,015.2% | -355.1% | +619.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling