-14.6%
SNPS vs RIO
+104.4%
-119.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -5.5% | +1.9% | -7.4% | -6.2% |
| 30D | -5.8% | +5.0% | -10.7% | -7.5% |
| 3M | -17.2% | +5.1% | -22.3% | -19.1% |
| 6M | -10.4% | +17.6% | -28.0% | -16.5% |
| YTD | -16.5% | +36.3% | -52.8% | -27.5% |
| 1Y | -35.6% | +71.2% | -106.8% | -49.4% |
| 3Y | -14.6% | +102.7% | -117.3% | -38.8% |
| All | -14.6% | +104.4% | -119.1% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling