+182.1%
SNPS vs RVMD
+510.7%
-328.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.3% |
| 7D | +1.1% | -10.4% | +11.4% | +2.8% |
| 30D | -5.2% | -11.0% | +5.8% | -3.6% |
| 3M | +10.6% | -14.7% | +25.3% | +13.0% |
| 6M | -10.6% | +14.9% | -25.5% | -13.2% |
| YTD | -3.1% | +116.3% | -119.4% | -17.1% |
| 1Y | +15.6% | +167.6% | -152.1% | -4.7% |
| 3Y | -12.9% | +776.8% | -789.7% | -41.6% |
| 5Y | +31.2% | +424.8% | -393.6% | -13.8% |
| All | +182.1% | +510.7% | -328.7% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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