+2,684.0%
SNDK vs RNG
+144.7%
+2,539.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -3.9% | +15.8% | +11.5% |
| 7D | +17.2% | +5.8% | +11.4% | +17.9% |
| 30D | +28.8% | +19.6% | +9.2% | +31.2% |
| 3M | -1.1% | +67.0% | -68.1% | +5.7% |
| 6M | +190.5% | +88.4% | +102.1% | +204.6% |
| YTD | +633.0% | +155.5% | +477.5% | +651.5% |
| 1Y | +2,684.0% | +141.7% | +2,542.3% | +2,840.0% |
| All | +2,684.0% | +144.7% | +2,539.3% | +2,840.0% |
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