+13.3%
BE vs SNDQ
-95.7%
+109.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.3% | -3.6% |
| 7D | +23.9% | -26.2% | +50.1% | +16.2% |
| 30D | +27.8% | -60.2% | +88.0% | +5.5% |
| 3M | +3.7% | -80.4% | +84.2% | -3.6% |
| All | +13.3% | -95.7% | +109.1% | -16.3% |
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