+29.6%
SNOW vs RNG
-72.9%
+102.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.4% | -6.1% | +3.7% | +0.3% |
| 30D | -1.0% | +9.6% | -10.6% | -4.9% |
| 3M | +36.9% | +83.3% | -46.5% | +1.2% |
| 6M | +83.4% | +77.9% | +5.4% | +36.5% |
| YTD | +50.0% | +139.9% | -89.9% | -7.4% |
| 1Y | +46.5% | +121.7% | -75.1% | -6.9% |
| 3Y | +93.3% | +121.9% | -28.5% | +10.7% |
| 5Y | +3.3% | -68.4% | +71.6% | +38.9% |
| All | +29.6% | -72.9% | +102.5% | +101.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling