+34.2%
MSFT vs SNDQ
-90.8%
+125.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +15.3% | -8.6% | +6.7% |
| 7D | +4.7% | +66.1% | -61.5% | +5.0% |
| 30D | +5.8% | +122.5% | -116.7% | +6.2% |
| 3M | +13.0% | +11.6% | +1.4% | +13.1% |
| 6M | +34.9% | -82.2% | +117.1% | +30.2% |
| All | +34.2% | -90.8% | +125.0% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling