+4,601.6%
SNDK vs RNG
+98.4%
+4,503.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | +8.8% | -9.6% | +18.4% | +9.4% |
| 30D | +33.2% | +8.8% | +24.4% | +32.3% |
| 3M | +3.0% | +78.6% | -75.6% | -4.4% |
| 6M | +173.5% | +70.3% | +103.2% | +154.8% |
| YTD | +613.0% | +140.3% | +472.7% | +484.0% |
| 1Y | +2,189.8% | +126.6% | +2,063.2% | +1,814.5% |
| All | +4,601.6% | +98.4% | +4,503.3% | +4,294.3% |
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