-78.3%
SNAP vs RNG
+162.2%
-240.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -5.0% | -4.1% | -1.0% | -3.4% |
| 30D | -0.7% | +8.6% | -9.4% | -4.4% |
| 3M | -5.0% | +78.0% | -83.0% | -26.8% |
| 6M | +3.5% | +67.0% | -63.5% | -19.8% |
| YTD | -34.2% | +142.4% | -176.6% | -58.0% |
| 1Y | -27.1% | +120.4% | -147.5% | -51.7% |
| 3Y | -43.5% | +122.1% | -165.6% | -66.6% |
| 5Y | -92.9% | -69.8% | -23.0% | -90.7% |
| All | -78.3% | +162.2% | -240.5% | -86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling