-0.7%
GS vs SNDQ
-89.9%
+89.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.0% | -10.7% | +1.0% |
| 7D | +5.9% | -18.7% | +24.5% | +5.0% |
| 30D | +4.3% | +69.5% | -65.2% | +8.9% |
| 3M | -11.7% | +54.2% | -65.9% | -7.3% |
| 6M | -3.2% | -69.6% | +66.4% | -0.1% |
| All | -0.7% | -89.9% | +89.2% | +1.5% |
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 · 6 months rolling