-95.5%
SNDQ vs ALC
-11.8%
-83.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.7% | +10.7% | +12.1% |
| 7D | -20.4% | -7.7% | -12.7% | -9.4% |
| 30D | -54.5% | -11.7% | -42.8% | -44.2% |
| 3M | -79.1% | +0.7% | -79.7% | -77.7% |
| All | -95.5% | -11.8% | -83.8% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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