+432.9%
SNXX vs RNG
+165.5%
+267.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.9% | +27.3% | +21.9% |
| 7D | +34.9% | +5.8% | +29.1% | +37.9% |
| 30D | +52.5% | +19.6% | +32.9% | +62.9% |
| 3M | -41.3% | +67.0% | -108.4% | -24.4% |
| 6M | +293.8% | +88.4% | +205.4% | +400.0% |
| All | +432.9% | +165.5% | +267.4% | +593.2% |
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