-95.8%
SNDQ vs ALB
-34.7%
-61.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -7.1% |
| 7D | -26.2% | -8.6% | -17.6% | -37.1% |
| 30D | -60.2% | -4.0% | -56.1% | -62.6% |
| 3M | -80.4% | -17.4% | -63.1% | -82.5% |
| All | -95.8% | -34.7% | -61.1% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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