+368.8%
SNXX vs RNG
+149.3%
+219.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.9% | -7.1% |
| 7D | -12.0% | -6.1% | -5.9% | -14.0% |
| 30D | +37.9% | +9.6% | +28.3% | +42.5% |
| 3M | -52.7% | +83.3% | -136.0% | -41.9% |
| 6M | +194.8% | +77.9% | +116.8% | +267.5% |
| All | +368.8% | +149.3% | +219.4% | +495.9% |
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