-10.2%
F vs SNDQ
-66.6%
+56.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.0% | -10.9% | +0.2% |
| 7D | -3.1% | -18.7% | +15.6% | -3.2% |
| 30D | 0.0% | +69.5% | -69.4% | +0.7% |
| 3M | -13.2% | +54.2% | -67.4% | -12.5% |
| 6M | -10.2% | -69.6% | +59.4% | -10.4% |
| All | -10.2% | -66.6% | +56.4% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling