+4,437.1%
SNDK vs RNG
+98.0%
+4,339.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -6.1% | -6.1% | 0.0% | -5.8% |
| 30D | +21.5% | +9.6% | +11.9% | +20.6% |
| 3M | -13.2% | +83.3% | -96.5% | -19.9% |
| 6M | +149.2% | +77.9% | +71.3% | +129.8% |
| YTD | +588.1% | +139.9% | +448.2% | +463.7% |
| 1Y | +1,837.5% | +121.7% | +1,715.9% | +1,534.3% |
| All | +4,437.1% | +98.0% | +4,339.1% | +4,140.9% |
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