-2.5%
META vs SNDQ
-89.9%
+87.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.0% | -8.1% | +2.9% |
| 7D | +5.2% | -18.7% | +23.8% | +5.1% |
| 30D | -13.0% | +69.5% | -82.5% | -13.4% |
| 3M | +7.9% | +54.2% | -46.3% | +7.3% |
| 6M | +4.2% | -69.6% | +73.8% | +4.6% |
| All | -2.5% | -89.9% | +87.4% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling