-91.0%
SNDQ vs RNG
+94.6%
-185.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.2% | +15.5% | +15.4% |
| 7D | +66.1% | -9.6% | +75.7% | +73.4% |
| 30D | +122.5% | -1.4% | +123.9% | +115.6% |
| 3M | +11.6% | +28.8% | -17.2% | -12.8% |
| 6M | -82.2% | +65.6% | -147.8% | -91.0% |
| All | -91.0% | +94.6% | -185.7% | -94.1% |
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