+31.4%
SNPS vs RIG
+44.4%
-13.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +2.0% |
| 7D | -3.7% | -24.5% | +20.8% | -0.6% |
| 30D | -10.4% | -2.8% | -7.6% | -10.3% |
| 3M | +11.0% | +1.6% | +9.4% | +10.2% |
| 6M | -10.7% | -15.9% | +5.2% | -9.6% |
| YTD | -4.1% | +26.9% | -31.0% | -8.4% |
| 1Y | +13.7% | +34.4% | -20.6% | +7.7% |
| 3Y | -8.1% | -21.2% | +13.1% | -11.2% |
| All | +31.4% | +44.4% | -13.0% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling