+260.6%
SNDU vs RNG
+91.3%
+169.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.6% | -3.9% | +27.5% | +21.3% |
| 7D | +35.2% | +5.8% | +29.4% | +40.0% |
| 30D | +50.8% | +19.6% | +31.2% | +67.8% |
| 3M | -43.2% | +67.0% | -110.2% | -10.7% |
| All | +260.6% | +91.3% | +169.3% | +396.8% |
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