+572.1%
SNPS vs RIO
+604.6%
-32.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +2.4% |
| 7D | -4.6% | -3.4% | -1.2% | -3.5% |
| 30D | -3.3% | +0.6% | -3.9% | -3.7% |
| 3M | -13.8% | +2.5% | -16.3% | -14.9% |
| 6M | -8.2% | +10.8% | -19.0% | -12.0% |
| YTD | -15.4% | +30.5% | -45.9% | -23.8% |
| 1Y | +2.4% | +68.1% | -65.7% | -15.5% |
| 3Y | -13.5% | +94.0% | -107.5% | -32.8% |
| 5Y | +19.5% | +92.0% | -72.6% | -9.4% |
| All | +572.1% | +604.6% | -32.5% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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