+323.8%
SN vs RNG
+75.5%
+248.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +1.8% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | -5.6% | +11.4% | -17.0% | -7.7% |
| 3M | +48.1% | +72.1% | -24.0% | +32.3% |
| 6M | +57.6% | +67.9% | -10.3% | +40.0% |
| YTD | +56.5% | +144.3% | -87.8% | +25.3% |
| 1Y | +52.6% | +117.5% | -65.0% | +25.3% |
| 3Y | +412.0% | +123.9% | +288.1% | +293.5% |
| All | +323.8% | +75.5% | +248.2% | +249.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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