+15.6%
SNPS vs RIO
+21.8%
-6.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +1.1% | -0.9% | +2.0% | +1.4% |
| 30D | -5.2% | -9.1% | +3.9% | -2.6% |
| 3M | +10.6% | -13.7% | +24.2% | +14.9% |
| 6M | -10.6% | -24.3% | +13.7% | -3.1% |
| YTD | -3.1% | +8.9% | -12.0% | -8.3% |
| 1Y | +15.6% | +22.7% | -7.1% | -2.4% |
| All | +15.6% | +21.8% | -6.3% | -2.4% |
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