+309.7%
SN vs RIO
+91.8%
+217.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -3.4% | +1.0% | -4.4% | -3.9% |
| 30D | -9.1% | +4.0% | -13.1% | -11.0% |
| 3M | +31.8% | +4.5% | +27.2% | +28.4% |
| 6M | +52.0% | +17.3% | +34.7% | +38.2% |
| YTD | +51.3% | +36.2% | +15.1% | +26.4% |
| 1Y | +46.9% | +76.1% | -29.3% | +6.7% |
| 3Y | +394.9% | +102.5% | +292.4% | +214.7% |
| All | +309.7% | +91.8% | +217.9% | +165.3% |
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