+14.8%
SNPS vs RIG
+28.2%
-13.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -0.6% | -12.2% | +11.6% | +0.1% |
| 30D | -9.8% | -6.0% | -3.8% | -9.6% |
| 3M | +11.7% | -9.4% | +21.2% | +12.1% |
| 6M | -10.9% | -19.1% | +8.1% | -10.1% |
| YTD | -2.1% | +25.4% | -27.5% | -5.8% |
| 1Y | +14.8% | +23.3% | -8.6% | +11.2% |
| All | +14.8% | +28.2% | -13.5% | +11.2% |
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