-8.1%
SNPS vs RIG
-24.1%
+16.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +2.0% |
| 7D | -3.7% | -24.5% | +20.8% | -0.4% |
| 30D | -10.4% | -2.8% | -7.6% | -10.3% |
| 3M | +11.0% | +1.6% | +9.4% | +10.0% |
| 6M | -10.7% | -15.9% | +5.2% | -9.5% |
| YTD | -4.1% | +26.9% | -31.0% | -9.4% |
| 1Y | +13.7% | +34.4% | -20.6% | +6.3% |
| 3Y | -8.1% | -21.2% | +13.1% | -13.6% |
| All | -8.1% | -24.1% | +16.0% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling