-95.5%
SNDQ vs AA
-28.4%
-67.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.8% | +12.8% | +2.6% |
| 7D | -20.4% | -5.4% | -15.0% | -25.5% |
| 30D | -54.5% | -10.7% | -43.8% | -61.0% |
| 3M | -79.1% | -26.2% | -52.9% | -80.8% |
| All | -95.5% | -28.4% | -67.1% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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 · Available span rolling