-14.9%
SNPS vs RNG
+122.1%
-136.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -5.5% | -4.1% | -1.4% | -4.6% |
| 30D | -4.5% | +8.6% | -13.1% | -6.3% |
| 3M | -15.5% | +78.0% | -93.5% | -26.4% |
| 6M | -10.1% | +67.0% | -77.1% | -21.3% |
| YTD | -16.3% | +142.4% | -158.7% | -34.1% |
| 1Y | -34.9% | +120.4% | -155.4% | -47.4% |
| All | -14.9% | +122.1% | -136.9% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling