+17.9%
SNPS vs RVMD
+591.3%
-573.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -5.5% | -0.7% | -4.7% | -5.3% |
| 30D | -4.5% | +0.3% | -4.8% | -4.5% |
| 3M | -15.5% | +38.9% | -54.4% | -20.3% |
| 6M | -10.1% | +108.1% | -118.2% | -22.0% |
| YTD | -16.3% | +160.7% | -177.0% | -31.1% |
| 1Y | -34.9% | +407.3% | -442.2% | -52.7% |
| 3Y | -14.4% | +546.6% | -560.9% | -42.4% |
| 5Y | +17.9% | +579.8% | -561.9% | -30.4% |
| All | +17.9% | +591.3% | -573.5% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling