-5.2%
META vs SNDQ
-90.9%
+85.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.2% | -9.0% | -0.8% |
| 7D | +3.1% | -31.8% | +34.9% | +3.0% |
| 30D | -18.2% | +69.3% | -87.5% | -18.7% |
| 3M | +7.8% | +1.1% | +6.7% | +7.5% |
| 6M | +3.6% | -72.4% | +76.0% | +3.9% |
| All | -5.2% | -90.9% | +85.7% | -3.8% |
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