+556.6%
SNPS vs RVTY
+140.1%
+416.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.7% |
| 7D | -5.5% | +0.4% | -5.9% | -5.7% |
| 30D | -5.8% | +10.8% | -16.6% | -10.3% |
| 3M | -17.2% | +26.8% | -44.0% | -26.9% |
| 6M | -10.4% | +39.3% | -49.7% | -25.3% |
| YTD | -16.5% | +31.6% | -48.2% | -28.9% |
| 1Y | -35.6% | +47.7% | -83.3% | -48.0% |
| 3Y | -14.6% | +19.9% | -34.5% | -27.9% |
| 5Y | +16.5% | -32.3% | +48.8% | +34.1% |
| 10Y | +556.6% | +138.4% | +418.1% | +285.9% |
| All | +556.6% | +140.1% | +416.5% | +285.9% |
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