+1,110.3%
SNPS vs RNG
+340.1%
+770.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | +1.1% | +4.6% | -3.6% | -0.1% |
| 30D | -5.2% | +0.4% | -5.6% | -5.4% |
| 3M | +10.6% | +11.4% | -0.9% | +7.3% |
| 6M | -10.6% | +95.7% | -106.3% | -25.9% |
| YTD | -3.1% | +162.9% | -166.0% | -27.4% |
| 1Y | +15.6% | +180.3% | -164.7% | -15.0% |
| 3Y | -12.9% | +188.3% | -201.3% | -38.8% |
| 5Y | +31.2% | -72.5% | +103.7% | +51.0% |
| 10Y | +663.4% | +236.7% | +426.7% | +414.4% |
| All | +1,110.3% | +340.1% | +770.2% | +661.5% |
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