-88.8%
SNDQ vs ADVB
-60.0%
-28.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +6.1% |
| 7D | +43.9% | -4.1% | +48.0% | +44.2% |
| 30D | +141.3% | -60.3% | +201.5% | +129.0% |
| 3M | +7.3% | -73.3% | +80.6% | +0.4% |
| 6M | -60.0% | -65.9% | +5.9% | -58.8% |
| All | -88.8% | -60.0% | -28.9% | -88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling