-79.6%
SNAP vs RNG
+176.5%
-256.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -10.6% | -6.0% | -4.5% | -8.0% |
| 30D | -19.7% | -7.4% | -12.4% | -17.1% |
| 3M | -6.5% | +14.6% | -21.1% | -12.0% |
| 6M | -17.8% | +61.5% | -79.3% | -34.7% |
| YTD | -38.0% | +155.7% | -193.7% | -61.4% |
| 1Y | -42.5% | +172.5% | -214.9% | -65.2% |
| 3Y | -55.8% | +168.0% | -223.8% | -76.0% |
| 5Y | -90.5% | -73.8% | -16.8% | -86.8% |
| All | -79.6% | +176.5% | -256.1% | -87.6% |
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 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