+3,789.8%
SNPS vs RIG
-40.2%
+3,830.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.8% | -2.6% | -5.1% |
| 7D | -11.0% | +0.9% | -11.9% | -11.1% |
| 30D | -1.7% | +13.8% | -15.6% | -3.3% |
| 3M | -20.4% | -6.4% | -14.0% | -19.9% |
| 6M | -8.6% | -8.2% | -0.5% | -8.4% |
| YTD | -16.2% | +41.6% | -57.8% | -20.3% |
| 1Y | -34.6% | +88.7% | -123.3% | -40.2% |
| 3Y | -14.5% | -30.9% | +16.4% | -14.8% |
| 5Y | +17.0% | +57.7% | -40.7% | +0.9% |
| 10Y | +560.0% | -39.3% | +599.3% | +415.1% |
| All | +3,789.8% | -40.2% | +3,830.0% | +2,080.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling