+46.5%
SNOW vs RNG
+128.1%
-81.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.4% | -6.1% | +3.7% | -0.8% |
| 30D | -1.0% | +9.6% | -10.6% | -3.1% |
| 3M | +36.9% | +83.3% | -46.5% | +14.9% |
| 6M | +83.4% | +77.9% | +5.4% | +55.0% |
| YTD | +50.0% | +139.9% | -89.9% | +19.6% |
| 1Y | +46.5% | +121.7% | -75.1% | +19.0% |
| All | +46.5% | +128.1% | -81.6% | +19.0% |
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