+12.7%
MA vs SNDQ
-95.4%
+108.1%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.6% |
| 7D | -3.5% | -20.4% | +16.9% | -2.9% |
| 30D | +0.7% | -54.5% | +55.2% | +2.7% |
| 3M | +15.8% | -79.1% | +94.9% | +15.9% |
| All | +12.7% | -95.4% | +108.1% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling