+432.7%
SN vs RIO
+54.0%
+378.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.1% |
| 7D | +1.4% | +0.1% | +1.2% | +1.4% |
| 30D | +16.6% | -10.5% | +27.1% | +22.6% |
| 3M | +18.3% | -15.9% | +34.2% | +27.6% |
| 6M | +103.1% | -22.3% | +125.3% | +127.0% |
| YTD | +96.7% | +9.3% | +87.4% | +81.9% |
| 1Y | +134.3% | +23.0% | +111.3% | +103.3% |
| 3Y | +425.2% | +52.1% | +373.2% | +292.5% |
| All | +432.7% | +54.0% | +378.7% | +281.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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