-91.0%
SNAP vs RIO
+94.1%
-185.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.2% | -2.9% |
| 7D | -7.1% | +2.2% | -9.4% | -7.9% |
| 30D | -14.6% | -10.1% | -4.5% | -10.2% |
| 3M | -5.0% | -14.1% | +9.2% | +1.7% |
| 6M | -18.8% | -18.9% | +0.1% | -11.3% |
| YTD | -38.5% | +9.9% | -48.4% | -42.2% |
| 1Y | -38.1% | +27.0% | -65.1% | -45.7% |
| 3Y | -53.8% | +50.1% | -103.9% | -63.1% |
| All | -91.0% | +94.1% | -185.1% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling