+32.1%
SNOW vs RNG
-72.4%
+104.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +1.4% |
| 7D | +4.9% | -0.8% | +5.7% | +5.5% |
| 30D | +1.5% | +11.4% | -9.9% | -3.2% |
| 3M | +39.5% | +72.1% | -32.6% | +6.2% |
| 6M | +85.9% | +67.9% | +18.0% | +42.0% |
| YTD | +52.9% | +144.3% | -91.4% | -6.3% |
| 1Y | +48.1% | +117.5% | -69.4% | -5.0% |
| 3Y | +102.2% | +123.9% | -21.7% | +15.4% |
| 5Y | +5.5% | -70.1% | +75.6% | +45.3% |
| All | +32.1% | -72.4% | +104.6% | +104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling