-22.8%
SNAP vs RNG
+144.7%
-167.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | -0.1% | -3.0% |
| 7D | +0.7% | +5.8% | -5.0% | -0.7% |
| 30D | +2.6% | +19.6% | -17.0% | -2.2% |
| 3M | -9.9% | +67.0% | -76.9% | -21.3% |
| 6M | +1.9% | +88.4% | -86.5% | -15.2% |
| YTD | -32.2% | +155.5% | -187.7% | -49.3% |
| 1Y | -22.8% | +141.7% | -164.5% | -39.5% |
| All | -22.8% | +144.7% | -167.6% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling