+319.5%
SN vs RNG
+83.5%
+236.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.8% | -0.3% |
| 7D | -9.3% | +5.8% | -15.1% | -10.4% |
| 30D | -4.8% | +19.6% | -24.4% | -8.1% |
| 3M | +40.4% | +67.0% | -26.6% | +26.3% |
| 6M | +50.9% | +88.4% | -37.4% | +30.9% |
| YTD | +54.9% | +155.5% | -100.5% | +23.0% |
| 1Y | +43.0% | +141.7% | -98.6% | +14.5% |
| 3Y | +391.8% | +131.1% | +260.7% | +276.2% |
| All | +319.5% | +83.5% | +236.0% | +243.5% |
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