-12.9%
SNPS vs RNG
+179.0%
-192.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | +1.1% | +4.6% | -3.6% | 0.0% |
| 30D | -5.2% | +0.4% | -5.6% | -5.3% |
| 3M | +10.6% | +11.4% | -0.9% | +7.7% |
| 6M | -10.6% | +95.7% | -106.3% | -24.2% |
| YTD | -3.1% | +162.9% | -166.0% | -25.2% |
| 1Y | +15.6% | +180.3% | -164.7% | -12.5% |
| 3Y | -12.9% | +188.3% | -201.3% | -30.0% |
| All | -12.9% | +179.0% | -192.0% | -30.0% |
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 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