-95.5%
SNDQ vs ADVB
+67.9%
-163.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.1% | +3.9% | +8.2% |
| 7D | -20.4% | -5.9% | -14.5% | -20.7% |
| 30D | -54.5% | +13.9% | -68.4% | -53.9% |
| 3M | -79.1% | +127.3% | -206.4% | -78.5% |
| All | -95.5% | +67.9% | -163.4% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · Available span rolling