+66.7%
SNXX vs RNG
+182.0%
-115.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.2% | -15.5% | -15.8% |
| 7D | -47.8% | -9.6% | -38.2% | -49.4% |
| 30D | -66.0% | -1.4% | -64.6% | -66.4% |
| 3M | -57.5% | +28.8% | -86.2% | -53.3% |
| 6M | -66.7% | +65.6% | -132.3% | -55.9% |
| All | +66.7% | +182.0% | -115.3% | +121.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling