-95.8%
SNDQ vs A
+24.5%
-120.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -3.9% |
| 7D | -26.2% | -4.4% | -21.8% | -27.9% |
| 30D | -60.2% | -2.7% | -57.5% | -60.8% |
| 3M | -80.4% | +7.0% | -87.5% | -78.9% |
| All | -95.8% | +24.5% | -120.3% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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