-27.5%
GEV vs SNDQ
-90.8%
+63.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +15.3% | -24.6% | -7.5% |
| 7D | -5.1% | +66.1% | -71.3% | +1.3% |
| 30D | -15.8% | +122.5% | -138.4% | -6.4% |
| 3M | -18.2% | +11.6% | -29.8% | -13.1% |
| 6M | -22.4% | -82.2% | +59.8% | -18.7% |
| All | -27.5% | -90.8% | +63.3% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling