+4,901.1%
SNPS vs RVTY
+1,528.7%
+3,372.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | -11.0% | +1.1% | -12.1% | -11.3% |
| 30D | -1.7% | +13.2% | -15.0% | -5.5% |
| 3M | -20.4% | +27.2% | -47.6% | -26.6% |
| 6M | -8.6% | +32.4% | -41.0% | -17.5% |
| YTD | -16.2% | +34.9% | -51.0% | -24.9% |
| 1Y | -34.6% | +52.4% | -86.9% | -43.3% |
| 3Y | -14.5% | +12.3% | -26.7% | -20.8% |
| 5Y | +17.0% | -30.8% | +47.8% | +25.5% |
| 10Y | +560.0% | +150.7% | +409.3% | +382.6% |
| All | +4,901.1% | +1,528.7% | +3,372.4% | +2,073.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling