+194.8%
SNXX vs RNG
+68.7%
+126.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.9% | -7.2% |
| 7D | -12.0% | -6.1% | -5.9% | -15.0% |
| 30D | +37.9% | +9.6% | +28.3% | +44.7% |
| 3M | -52.7% | +83.3% | -136.0% | -37.0% |
| 6M | +194.8% | +77.9% | +116.8% | +267.8% |
| All | +194.8% | +68.7% | +126.1% | +267.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling