+574.2%
SNPS vs RIG
-44.3%
+618.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -5.5% | -8.2% | +2.7% | -4.8% |
| 30D | -4.5% | -0.2% | -4.3% | -4.5% |
| 3M | -15.5% | -2.7% | -12.8% | -15.4% |
| 6M | -10.1% | -7.5% | -2.6% | -9.9% |
| YTD | -16.3% | +38.3% | -54.5% | -19.0% |
| 1Y | -34.9% | +81.8% | -116.8% | -38.7% |
| 3Y | -14.4% | -30.2% | +15.8% | -15.1% |
| 5Y | +17.9% | +59.9% | -42.1% | +7.4% |
| 10Y | +574.2% | -41.9% | +616.2% | +468.8% |
| All | +574.2% | -44.3% | +618.5% | +468.8% |
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