+63.2%
RIG vs SNAP
-92.9%
+156.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -2.7% | +1.5% | -4.2% | -2.9% |
| 30D | +9.5% | +1.9% | +7.6% | +9.0% |
| 3M | -6.6% | -3.9% | -2.8% | -6.8% |
| 6M | -2.9% | +5.2% | -8.1% | -5.2% |
| YTD | +39.5% | -32.7% | +72.2% | +45.3% |
| 1Y | +82.3% | -24.8% | +107.1% | +86.1% |
| 3Y | -29.6% | -42.2% | +12.6% | -29.0% |
| 5Y | +63.2% | -92.7% | +155.8% | +87.3% |
| All | +63.2% | -92.9% | +156.0% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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