-31.3%
APP vs SNDQ
-95.6%
+64.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +0.1% | -25.3% | +25.4% | -0.6% |
| 30D | -10.0% | -60.5% | +50.5% | -11.8% |
| 3M | -44.6% | -80.0% | +35.4% | -44.9% |
| All | -31.3% | -95.6% | +64.3% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 SNDQ 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 · Available span rolling