-77.7%
SNAP vs RIO
+403.8%
-481.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.5% | -4.2% |
| 7D | +0.7% | 0.0% | +0.8% | +0.8% |
| 30D | +2.6% | +4.0% | -1.3% | +0.8% |
| 3M | -9.9% | +0.1% | -10.0% | -10.1% |
| 6M | +1.9% | +12.7% | -10.9% | -4.1% |
| YTD | -32.2% | +35.6% | -67.8% | -41.5% |
| 1Y | -22.8% | +73.7% | -96.5% | -40.5% |
| 3Y | -47.6% | +93.3% | -140.9% | -61.8% |
| 5Y | -92.7% | +92.4% | -185.1% | -94.8% |
| All | -77.7% | +403.8% | -481.5% | -89.5% |
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