-34.6%
SNPS vs RIG
+97.6%
-132.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.8% | -2.6% | -5.3% |
| 7D | -11.0% | +0.9% | -11.9% | -11.0% |
| 30D | -1.7% | +13.8% | -15.6% | -2.1% |
| 3M | -20.4% | -6.4% | -14.0% | -20.3% |
| 6M | -8.6% | -8.2% | -0.5% | -8.8% |
| YTD | -16.2% | +41.6% | -57.8% | -15.1% |
| 1Y | -34.6% | +88.7% | -123.3% | -27.9% |
| All | -34.6% | +97.6% | -132.2% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling