-34.6%
SNPS vs RNG
+144.7%
-179.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.9% | -1.5% | -4.6% |
| 7D | -11.0% | +5.8% | -16.8% | -12.1% |
| 30D | -1.7% | +19.6% | -21.4% | -5.5% |
| 3M | -20.4% | +67.0% | -87.4% | -29.1% |
| 6M | -8.6% | +88.4% | -97.0% | -22.2% |
| YTD | -16.2% | +155.5% | -171.6% | -35.3% |
| 1Y | -34.6% | +141.7% | -176.2% | -46.1% |
| All | -34.6% | +144.7% | -179.3% | -46.1% |
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