-34.9%
SNPS vs RIO
+71.3%
-106.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -5.5% | +1.0% | -6.4% | -5.8% |
| 30D | -4.5% | +4.0% | -8.5% | -5.7% |
| 3M | -15.5% | +4.5% | -20.0% | -16.8% |
| 6M | -10.1% | +17.3% | -27.4% | -15.5% |
| YTD | -16.3% | +36.2% | -52.5% | -28.0% |
| 1Y | -34.9% | +76.1% | -111.1% | -49.5% |
| All | -34.9% | +71.3% | -106.3% | -49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling