+16.5%
SNPS vs RIO
+97.3%
-80.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -5.5% | +1.9% | -7.4% | -6.1% |
| 30D | -5.8% | +5.0% | -10.7% | -7.3% |
| 3M | -17.2% | +5.1% | -22.3% | -18.9% |
| 6M | -10.4% | +17.6% | -28.0% | -15.6% |
| YTD | -16.5% | +36.3% | -52.8% | -25.6% |
| 1Y | -35.6% | +71.2% | -106.8% | -46.9% |
| 3Y | -14.6% | +102.7% | -117.3% | -34.1% |
| 5Y | +16.5% | +99.6% | -83.1% | -10.5% |
| All | +16.5% | +97.3% | -80.8% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling