-95.2%
SNDQ vs RNG
+72.1%
-167.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +7.0% |
| 7D | +11.6% | -6.1% | +17.7% | +16.9% |
| 30D | -45.1% | +9.6% | -54.7% | -49.2% |
| 3M | -68.6% | +83.3% | -151.9% | -77.7% |
| All | -95.2% | +72.1% | -167.3% | -96.4% |
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 · Available span rolling