-95.7%
SNDQ vs RNG
+83.2%
-178.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -3.9% | -19.9% | -20.8% |
| 7D | -30.8% | +5.8% | -36.6% | -33.2% |
| 30D | -51.7% | +19.6% | -71.4% | -58.1% |
| 3M | -78.0% | +67.0% | -145.0% | -86.8% |
| All | -95.7% | +83.2% | -178.9% | -96.9% |
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 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 · Available span rolling