+691.2%
SNPS vs RVTY
+217.6%
+473.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | 0.0% | +2.0% |
| 7D | +0.2% | +6.0% | -5.8% | -2.7% |
| 30D | -8.4% | +4.3% | -12.7% | -10.4% |
| 3M | +12.3% | +40.2% | -28.0% | -5.5% |
| 6M | -9.6% | +59.3% | -68.9% | -29.5% |
| YTD | -0.6% | +66.5% | -67.1% | -25.0% |
| 1Y | +18.7% | +77.5% | -58.8% | -13.7% |
| 3Y | -7.6% | +92.5% | -100.0% | -38.6% |
| 5Y | +34.1% | -6.8% | +40.9% | +30.3% |
| 10Y | +691.2% | +225.4% | +465.8% | +317.9% |
| All | +691.2% | +217.6% | +473.6% | +317.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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