+684.5%
SNPS vs RIG
-49.1%
+733.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -0.6% | -12.2% | +11.6% | +0.4% |
| 30D | -9.8% | -6.0% | -3.8% | -9.5% |
| 3M | +11.7% | -9.4% | +21.2% | +12.3% |
| 6M | -10.9% | -19.1% | +8.1% | -9.9% |
| YTD | -2.1% | +25.4% | -27.5% | -4.7% |
| 1Y | +14.8% | +23.3% | -8.6% | +11.7% |
| 3Y | -11.3% | -22.1% | +10.8% | -12.8% |
| 5Y | +36.2% | +50.1% | -13.9% | +24.7% |
| 10Y | +684.5% | -50.7% | +735.2% | +590.0% |
| All | +684.5% | -49.1% | +733.6% | +590.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling