+455.3%
SN vs RNG
+82.3%
+373.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +2.0% | +2.8% |
| 7D | +7.6% | -6.2% | +13.9% | +8.9% |
| 30D | +24.1% | -8.0% | +32.1% | +25.7% |
| 3M | +23.7% | +15.7% | +8.0% | +19.7% |
| 6M | +105.5% | +60.3% | +45.2% | +84.9% |
| YTD | +105.1% | +153.8% | -48.7% | +62.4% |
| 1Y | +148.3% | +172.2% | -23.9% | +92.8% |
| 3Y | +438.7% | +174.8% | +263.8% | +293.2% |
| All | +455.3% | +82.3% | +373.0% | +353.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling