+319.5%
SN vs RIO
+90.9%
+228.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.3% |
| 7D | -9.3% | 0.0% | -9.3% | -9.3% |
| 30D | -4.8% | +4.0% | -8.8% | -6.8% |
| 3M | +40.4% | +0.1% | +40.3% | +39.9% |
| 6M | +50.9% | +12.7% | +38.2% | +40.0% |
| YTD | +54.9% | +35.6% | +19.4% | +29.8% |
| 1Y | +43.0% | +73.7% | -30.7% | +4.5% |
| 3Y | +391.8% | +93.3% | +298.5% | +219.8% |
| All | +319.5% | +90.9% | +228.6% | +172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling