+572.1%
SNPS vs RNG
+223.4%
+348.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -4.6% | -9.6% | +5.0% | -2.0% |
| 30D | -3.3% | +8.8% | -12.2% | -5.7% |
| 3M | -13.8% | +78.6% | -92.4% | -27.3% |
| 6M | -8.2% | +70.3% | -78.5% | -22.4% |
| YTD | -15.4% | +140.3% | -155.8% | -36.5% |
| 1Y | +2.4% | +126.6% | -124.2% | -22.0% |
| 3Y | -13.5% | +120.2% | -133.7% | -36.7% |
| 5Y | +19.5% | -68.3% | +87.8% | +36.5% |
| All | +572.1% | +223.4% | +348.7% | +326.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling