-90.8%
SNAP vs RNG
-68.7%
-22.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.4% |
| 7D | -7.3% | -6.2% | -1.1% | -4.6% |
| 30D | -18.9% | -8.0% | -10.9% | -16.0% |
| 3M | -5.3% | +15.7% | -21.0% | -11.3% |
| 6M | -16.9% | +60.3% | -77.3% | -34.1% |
| YTD | -37.4% | +153.8% | -191.2% | -61.5% |
| 1Y | -38.5% | +172.2% | -210.7% | -63.4% |
| 3Y | -55.1% | +174.8% | -229.9% | -76.8% |
| 5Y | -90.8% | -68.6% | -22.2% | -86.2% |
| All | -90.8% | -68.7% | -22.1% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling