-38.2%
SNDU vs RNG
+93.8%
-131.9%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -44.1% | -4.7% | -39.5% | -45.5% |
| 7D | -67.5% | -11.2% | -56.3% | -69.3% |
| 30D | -80.3% | -3.8% | -76.5% | -80.8% |
| 3M | -74.1% | +21.1% | -95.3% | -71.0% |
| 6M | -85.8% | +56.2% | -142.0% | -76.2% |
| All | -38.2% | +93.8% | -131.9% | -14.0% |
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