-42.2%
SNAP vs RNG
+120.7%
-162.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.6% | +0.4% |
| 7D | +1.5% | -0.8% | +2.3% | +1.7% |
| 30D | +1.9% | +11.4% | -9.5% | -1.0% |
| 3M | -3.9% | +72.1% | -76.0% | -16.8% |
| 6M | +5.2% | +67.9% | -62.7% | -9.4% |
| YTD | -32.7% | +144.3% | -177.1% | -48.3% |
| 1Y | -24.8% | +117.5% | -142.3% | -40.6% |
| 3Y | -42.2% | +123.9% | -166.1% | -56.6% |
| All | -42.2% | +120.7% | -162.8% | -56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling