+412.0%
SN vs RIO
+104.4%
+307.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | +0.1% | +1.9% | -1.8% | -0.8% |
| 30D | -5.6% | +5.0% | -10.6% | -8.0% |
| 3M | +48.1% | +5.1% | +42.9% | +43.9% |
| 6M | +57.6% | +17.6% | +40.0% | +43.2% |
| YTD | +56.5% | +36.3% | +20.2% | +30.8% |
| 1Y | +52.6% | +71.2% | -18.6% | +12.6% |
| 3Y | +412.0% | +102.7% | +309.3% | +230.8% |
| All | +412.0% | +104.4% | +307.5% | +230.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling