-78.3%
SNAP vs RIO
+406.1%
-484.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -5.0% | +1.0% | -6.0% | -5.4% |
| 30D | -0.7% | +4.0% | -4.8% | -2.5% |
| 3M | -5.0% | +4.5% | -9.5% | -7.1% |
| 6M | +3.5% | +17.3% | -13.8% | -4.3% |
| YTD | -34.2% | +36.2% | -70.4% | -43.3% |
| 1Y | -27.1% | +76.1% | -103.2% | -44.1% |
| 3Y | -43.5% | +102.5% | -146.0% | -59.6% |
| 5Y | -92.9% | +103.5% | -196.4% | -95.1% |
| All | -78.3% | +406.1% | -484.4% | -89.9% |
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