+5.7%
IWM vs SNDQ
-95.7%
+101.5%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.8% | -1.5% |
| 7D | -1.1% | -26.2% | +25.1% | -2.0% |
| 30D | -3.1% | -60.2% | +57.0% | -5.4% |
| 3M | +2.2% | -80.4% | +82.7% | -0.3% |
| All | +5.7% | -95.7% | +101.5% | -1.4% |
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 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