+947.2%
SNPS vs RNG
+327.7%
+619.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.9% | -1.5% | -4.4% |
| 7D | -11.0% | +5.8% | -16.8% | -12.3% |
| 30D | -1.7% | +19.6% | -21.4% | -6.1% |
| 3M | -20.4% | +67.0% | -87.4% | -30.9% |
| 6M | -8.6% | +88.4% | -97.0% | -23.8% |
| YTD | -16.2% | +155.5% | -171.6% | -36.6% |
| 1Y | -34.6% | +141.7% | -176.2% | -49.7% |
| 3Y | -14.5% | +131.1% | -145.5% | -36.5% |
| 5Y | +17.0% | -70.6% | +87.6% | +31.5% |
| 10Y | +560.0% | +228.2% | +331.8% | +348.2% |
| All | +947.2% | +327.7% | +619.4% | +565.3% |
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